Have your read these sections in support documentation?
These applications may ask for something like an XML-RPC (or API) endpoint, which will be your blog domain followed by xmlrpc.php. So, for example, if your blog was at matt.wordpress.com, your endpoint would be:
Any desktop application will also require a username and password – this is the same username and password that you use to login to WordPress.com. http://en.support.wordpress.com/xml-rpc/
Setup Windows Live Writer 2011