Adding some documentation about the C# build (#442)

docs/building.md

@@ -36,7 +36,7 @@ The following tools are required to build on Windows:
   * Visual C++ Tools for CMake
   * Test adapter for Google Test
 
-* [cmake](https://cmake.org/download/). Add CMake to the PATH. Must be
+* [CMake](https://cmake.org/download/). Add CMake to the PATH. Must be
   version 3.10 or higher. Only necessary if your version of VS2017 is less than
    15.3 or you have not installed the "Linux development with C++" workload as 
    part of your VS installation.
@@ -142,3 +142,17 @@ Use File / Open / CMake ... to open the root CMakeLists.txt in the project.
 To cross compile for Linux on Windows you can run a pre-configured
 [docker container](../docker/DOCKER.md) with the tools needed for Visual
 Studio.
+
+### C# Wrapper
+
+The C# Wrapper is not included in the primary CMake build systems, it is built using the standard
+Visual Studio MSBuild build system. The C# build depends on files generated by the CMake and Ninja
+build systems. Therefore the CMake configuration steps generates files that will be consumed by
+the C# Build and Test systems to find the needed components. Therefore, you need to run the CMake
+configuration and build before loading the C# solution.
+
+1. Build the project with the configuration for the k4a.dll you want to build against. (e.g. x64 RelWithDebInfo)
+2. Open the [k4a.sln](../src/csharp/k4a.sln) solution
+3. Build C# from within Visual Studio
+
+**NOTE:** Running a configure step again, such as opening the folder in Visual Studio, will overwrite the settings and can break the C# build.