The term "artifact" is sometimes used for different meanings in SAML2 documentation, so I assume that you mean the SAML artifact binding (Microsoft uses the term to mean key, token or something else in their documentation).
So assuming that you mean the artifact binding, there is no support for it in the .NET framework. While there is support for SAML2 tokens, their is no support for bindings in the core framework.
You'll have to look at third party libraries, or write your own (or help extending an open source SP).