How Do I Convert a Single Char to a String?

You have two options. Create a string object or call ToString method.

String cString = c.ToString();
String cString2 = new String(c, 1); // second parameter indicates
                                    // how many times it should be repeated

With C# 6 interpolation:

char ch = 'A';
string s = $"{ch}";

This shaves a few bytes. :)

It seems that the obvious thing to do is this:

String cString = c.ToString()

Create a new string from the char.

 String cString = new String(new char[] { c });

or

 String cString = c.ToString();

Create an extension method:

public static IEnumerable<string> GetCharsAsStrings(this string value)
{
    return value.Select(c =>
           {
                //not good at all, but also a working variant
                //return string.Concat(c);

                return c.ToString();
           });
}

and loop through strings:

string s = "123456";
foreach (string c in s.GetCharsAsStrings())
{
    //...
}

String cString = c.ToString();

Did you try:

String s = new String(new char[] { 'c' });

Why not this code? Won't it be faster?

string myString = "Hello, World";
foreach( char c in myString )
{
    string cString = new string( c, 1 );
}

probably isn't possible to have the iterative type be a string

Sure it is:

foreach (string str in myString.Select(c => c.ToString())
{
...
}

Any of the suggestions in the other answers can be substituted for c.ToString(). Probably the most efficient by a small hair is c => new string(c, 1), which is what char.ToString() probably does under the hood.

you can use + with empty string "", please check the below code:

char a = 'A';
//a_str is a string, the value of which is "A".
string a_str = ""+a;