You don't have to document the numeric values of enumerations internal to the C# code. To that extent, I agree with @Alexei.
However, the enumeration you describe is not internal to C#. (It's not internal to your code either, but that's not the important point). It is part of a network interface, and will be placed into datagrams (TCP?IP packets?) Network tools such as Wireshark will show the numeric value, so you should document it.
The same would be true of numeric values stored in files, and any other enumeration which travels outside the confines of the .NET environment.