Based on @Alex Farber comment the answer to this question is:
double *testVar; // This testVar takes a value from a function that I will not post here
int vectSize = 10;
array<double>^ TempVector= gcnew array<double>(vectSize);
Marshal::Copy(IntPtr(testVar),TempVector,0,vectSize);
parentVar=TempVector;
That was all!