There are probably many ways to skin this cat, but one way is a .NET wrapper for OpenCL called cloo. I have an example project available for you to look at on my GitHub repo.
The gist is that cloo interfaces to the unmanaged OpenCL libraries. You actually write your kernel in a string, and use cloo's API to compile and execute it. Take a look at Julia.cs or Mandelbrot.cs in my repo. There are methods in each called CreateGPU which will show you how to work with the API.