TGUI.Net is a .Net binding for the TGUI library, a cross-platform GUI for SFML.
The dotnet dll files can be found in the lib folder, they have to be added as references to your project.
The dll files in extlib\lib have to be copied next to your binary (several directories deep inside the bin directory that is created next to your project).
Make sure to use all dlls, not only the ones from TGUI. You must use the exact SFML.Net, CSFML and SFML files as provided with TGUI.Net.