To create a set of wrapper functions for a .NET assembly, there are 4 steps required:
When you create your XLL+ project you should make sure that it includes Common Language Runtime support, by ticking the appropriate check-box. See AppWizard - CLR Option for details.
It is also often a good idea to create a directory for the solution, with each project in a sub-directory. You can do this by putting a check against "Create directory for solution" in Visual Studio's "New Project" dialog.
If you have the source code for the .NET assembly, it is often a good idea to add the assembly's project to the current solution. In Solution Explorer, select the Solution node (the root), right-click it, and click on "Add", then "Existing Project".
To add the reference, select the project node for your add-in in Solution Explorer, right-click it, and select "Properties". In the Project Property Pages, select the page "Common Properties/References". Click the "Add New Reference..." button and the Add Reference dialog will appear. (Be prepared, on occasion, for a very long wait.)
If you have added the .NET assembly as a project (as described above), then go to the Projects tab, select the .NET assembly project and press "OK". If you are just adding a reference to the DLL, then go to the Browse tab, navigate to the DLL, and press "OK".
There are three major advantages in adding a .NET assembly to your solution as a project rather than just a reference.
If you added an assembly reference, and your .NET assembly has a documentation file, try to make sure that it is available in the same directory as the assembly's dll file. Then the .NET Import Wizard will be able to find it automatically, and will add some of its contents to the XLL, as help text.
If you added a project reference, then make sure that at least one of the configurations of the referenced .NET project (usually the Debug build) is set up to create a documentation file. In the "Project Properties" page, select the "Build" tab, and put a check against "XML documentation file" in the "Output" section near the end of the page.
Build the project, and make sure that the imported assembly - along with its documentation file - has been successfully built.
You are now ready to import the assembly.