Here are some abbreviated examples. Details can be found in the documentation.

  (defun message-box (text &optional (caption "RDNZL"))
    ;; check if the "OK" button was pressed
    [Equals [MessageBox.Show text caption
                             ;; we want the message box to have "OK" and "Cancel" buttons
                             [$MessageBoxButtons.OKCancel]]
            [$DialogResult.OK]])
   (defun download-url (url)
     (let ((web-client (new "System.Net.WebClient")))
       [GetString (new "System.Text.ASCIIEncoding")
                  [DownloadData web-client url]]))