Look for XsltExamples.cs in the saxon-resources download available on both Sourceforge and www.saxonica.com. The very first example seems to do what you are asking for.
public static void ExampleSimple1(String sourceUri, String xsltUri) {
// Create a Processor instance.
Processor processor = new Processor();
// Load the source document
XdmNode input = processor.NewDocumentBuilder().Build(new Uri(sourceUri));
// Create a transformer for the stylesheet.
XsltTransformer transformer = processor.NewXsltCompiler().Compile(new Uri(xsltUri)).Load();
// Set the root node of the source document to be the initial context node
transformer.InitialContextNode = input;
// Create a serializer
Serializer serializer = new Serializer();
serializer.SetOutputWriter(Console.Out);
// Transform the source XML to System.out.
transformer.Run(serializer);
}