Many on-line resources, e.g.
I'm not aware of Intel putting many resources into c#, beyond some profiling support in VTune Amplifier.
This isn't really an Intel Xeon Phi coprocessor question. If you are planning to write code for the coprocessor, including offload code, you will need to use C++ or Fortran for those parts of your program.
I think that you may receive more adequate response and help on the StackOverflow forums.
Few second of googling brought this tutorial: