The CString is defined in "afxstr.h", and this is how it is defined in afxstr.h
typedef ATL::CStringT< TCHAR, StrTraitMFC< TCHAR > > CString;
As far as i know you dont need to add any extra librarry for that, this is available in both C# and VC.NET.
Hope that would be the answer of your question.
Thanks & Regards,
Qaisar Aftab Kiani.