The SAML token can be retrieved via WS-Trust in an active client scenario (WinForms). WS-Trust describes some services which an STS offers to get a token (Request for Security Token, RST). The token gets signed for the relying party (WCF service) and can be passed to it via an WS-Securtiy header.
Of course some kind of credentials have to be passed to the STS to get a valid token first hand.
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