The question has nothing to do with HRESULT. You would need to use it the same ways as in COM. The only problem is using unmanaged DLL in your .NET assembly.
There are two ways to do it.First one is P/Invoke.
If you need learn P/Invoke, please see:http://en.wikipedia.org/wiki/P/Invoke
This CodeProject article can also be useful:Essential P/Invoke
].Another approach is using C++/CLI.
You can create a mixed-mode (managed+unmanaged) C++/CLI DLL. You can mix C++ with C++/CLI and wrap all native calls to your native DLL into .NET C++/CLI "ref" classes. The obtained executable can be used like a regular .NET assembly and referenced by your C# assembly.
About C++/CLI, please see:http://en.wikipedia.org/wiki/C%2B%2B/CLI