i’m getting started with XNA game development and tried to run tutorail app on http://create.msdn.com/downloads/?id=753&filename=Shooter_Project_Windows.zip, but when i run, this blue window appears insted of emulator

What’s wrong?
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There is no way to know what is wrong for sure without more info. The blue window you are seeing indicates that the project is running; it is just not displaying anything visible to you.
If I had to guess (and it’s just a guess, but it’s a common issue for these types of things), the issue is possibly that your camera is facing the wrong direction. Other potential problems include things like the clip planes being set incorrectly. You might also look at the console to see if something failed without crashing the program…if a mesh or something was supposed to be loaded, and failed for some reason, you might also not see anything.