See Using the samples for help on compiling, setting up the debugger, and running the sample (either an exe or dll).
Edit the CADFiles.REG file replacing the two instances of the path to the sample executable to the actual path of the sample executable on your machine, for example, C:\\Program Files\\ArcGIS\\DeveloperKit\\SamplesNET\\Engine\\MapControlCADViewer\\CSharp\\CADView.exe.
Double-click this .reg file to merge its contents into the registry. Please note that merging this data into the registry may overwrite existing file associations for these file types.
Select any CAD file (.dxf, .dwg, or .dgn), for example, in Windows Explorer, and right-click the file.
Choose View and the application opens to display the CAD file you have selected inside the MapControl.
Zoom in on the CAD data by dragging a rectangle using the left mouse button and pan around using the right mouse button.