You can't directly reference Java classes from the .NET Framework, but you can run Java code from a .NET application.
You do it using a tool called IVKM.Net. IVKM.NET includes an application called ikvmc. You can view the documentation for it here
http://www.ikvm.net/userguide/ikvmc.html[
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To use it compile your java code into a Jar file.
Then run the ikvmc program:
ikvmc myJavaCode.jar
If you jar code contains a main() entry function then it will be converted into an EXE than be executed and run on the CLR. If it doesn't then it will be converted into DLL's. These DLL's can be added to your Visual Studio project as References in the usual manner.