A friend of mine, who is supposedly an expert on .NET technologies, said that for developing a Windows-type application in .NET I should not even consider WinForms but only learn and user WPF? His reasoning was that WinForm is an old technology that will go away and will be replaced by WPF.

I sure would love to know where technologies go, when they "go away"

WinForms aren't great - but they're also not 'going away' anytime soon. I have clients who (for now) are still using WinForms instead of WPF. Sure, MS isn't adding much (if anything) to WinForms, but I wouldn't say to someone, "don't even consider Winforms".

I have similar discussions where one side says, "only use WCF because Microsoft is getting rid of ASMX". Sure, ASMX web services are becoming a bit outdated...and one should consider whether something will become obsolete, as part of the plan...

But beyond that, I think your friend is being just a tad reactionary.

(Having said that, it would be a good idea to learn WPF)