The XNA Game Studio Express documentation contains information about using Microsoft Visual C# 2005 Express Edition with the XNA Framework to develop games for Microsoft platforms. The documentation provides a reference to the classes exposed by the XNA Framework and includes "How to" information for common development tasks. The documentation also describes the ways in which XNA Game Studio Express extends the Visual C# Express development environment.
The XNA Framework is intended to complement the .NET Framework. Therefore, the XNA Framework documentation links into the .NET Framework documentation. Similarly, XNA Game Studio Express takes advantage of the integrated development environment (IDE) for Visual C# 2005 Express Edition. Therefore, you will need the documentation for Visual C# 2005 Express Edition as well.