Well, a string is an IEnumerable and also implements an indexer, so you can iterate through it or reference each character in the string by index.
The fastest way to get what you want is probably the ToCharArray() method of a String:
var myString = "12345";
var charArray = myString.ToCharArray(); //{'1','2','3','4','5'}
You can then convert each Char to a string, or parse them into bytes or integers. Here's a Linq-y way to do that:
byte[] byteArray = myString.ToCharArray().Select(c=>byte.Parse(c.ToString())).ToArray();
A little more performant if you're using ASCII/Unicode strings:
byte[] byteArray = myString.ToCharArray().Select(c=>(byte)c - 30).ToArray();
That code will only work if you're SURE that each element is a number; otherisw the parsing will throw an exception. A simple Regex that will verify this is true is "^\d+$" (matches a full string consisting of one or more digit characters), used in the Regex.IsMatch() static method.