Why does my program to find prime numbers not return any output?

You can do this faster using a nearly optimal trial division sieve in one (long) line like this:

Enumerable.Range(0, Math.Floor(2.52*Math.Sqrt(num)/Math.Log(num))).Aggregate(
    Enumerable.Range(2, num-1).ToList(), 
    (result, index) => { 
        var bp = result[index]; var sqr = bp * bp;
        result.RemoveAll(i => i >= sqr && i % bp == 0); 
        return result; 
    }
);

The approximation formula for number of primes used here is π(x) < 1.26 x / ln(x). We only need to test by primes not greater than x = sqrt(num).

Note that the sieve of Eratosthenes has much better run time complexity than trial division (should run much faster for bigger num values, when properly implemented).

First step: write an extension method to find out if an input is prime

public static bool isPrime(this int number ) {

    for (int i = 2; i < number; i++) { 
        if (number % i == 0) { 
            return false; 
        } 
    }

    return true;   
}

2 step: write the method that will print all prime numbers that are between 0 and the number input

public static void getAllPrimes(int number)
{
    for (int i = 0; i < number; i++)
    {
        if (i.isPrime()) Console.WriteLine(i);
    }
}

so this is basically just two typos, one, the most unfortunate, for (int j = 2; j <= num; j++) which is the reason for the unproductive testing of 1%2,1%3 ... 1%(10^15-1) which goes on for very long time so the OP didn't get "any output". It should've been j < i; instead. The other, minor one in comparison, is that i should start from 2, not from 0:

for( i=2; i <= num; i++ )
{
    for( j=2; j < i; j++ ) // j <= sqrt(i) is really enough
....

Surely it can't be reasonably expected of a console print-out of 28 trillion primes or so to be completed in any reasonable time-frame. So, the original intent of the problem was obviously to print out a steady stream of primes, indefinitely. Hence all the solutions proposing simple use of sieve of Eratosthenes are totally without merit here, because simple sieve of Eratosthenes is bounded - a limit must be set in advance.

What could work here is the optimized trial division which would save the primes as it finds them, and test against the primes, not just all numbers below the candidate.

Second alternative, with much better complexity (i.e. much faster) is to use a segmented sieve of Eratosthenes. Which is incremental and unbounded.

Both these schemes would use double-staged production of primes: one would produce and save the primes, to be used by the other stage in testing (or sieving), much above the limit of the first stage (below its square of course - automatically extending the first stage, as the second stage would go further and further up).

U can use the normal prime number concept must only two factors (one and itself). So do like this,easy way

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
namespace PrimeNUmber
{
    class Program
    {
        static void FindPrimeNumber(long num)
        {
            for (long i = 1; i <= num; i++)
            {
                int totalFactors = 0;
                for (int j = 1; j <= i; j++)
                {
                    if (i % j == 0)
                    {
                        totalFactors = totalFactors + 1;
                    }
                }
                if (totalFactors == 2)
                {
                    Console.WriteLine(i);
                }
            }
        }

        static void Main(string[] args)
        {
            long num;
            Console.WriteLine("Enter any value");
            num = Convert.ToInt64(Console.ReadLine());
            FindPrimeNumber(num);
            Console.ReadLine();
        }
    }
}