C# (and .Net in general) handle unicode strings transparently, you won't have to do anything special unless your application needs to read/write files with specific encodings.
Strings in C# are Unicode by default. Try
string converted = Encoding.Unicode.GetString(data);
where data is a byte[] array containing your Unicode data. If your data is big endian, you can try
string converted = Encoding.BigEndianUnicode.GetString(data);
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