I don't know what AHK is or what these library functions are, but I will try my best to understand.
In C# you have the libraries from the .NET framework.
When you're writing programs you can call from these libraries.
You do this by using a piece of code that tells the computer that you are going to be using code declared from that certain part of the library at the top of your program:
or
Code:
using System.Windows.Forms;
This list goes on. You will probably see them when you start a new project in MSVC and you look at all the skeleton code inserted for you.
Again, I don't know if this is what you were after... But I hope I helped.