.NET has a basic built-in color picker control if you want to drive outside of AutoCAD:
System.Windows.Forms.ColorDialog
You'll likely need a helper class/extension methods for converting ARGB colors to AutoCAD colors. Although may find it better to just roll your own. Use IlSpy, DotPeek, or .NET Reflector to look at how the AutoDesk class gets instanciated/used.