I'm guessing your trying to do a code audit/run static analysis tools to ensure that security/SDL best practices are being followed. If you are keep reading...
There is a tool called Binscope that can be used to check that your native/C++ binaries are compiled with the /GS, /SafeSEH, /NXCOMPAT, and /DYNAMICBASE. These are C++ specific options that make it harder for attackers to exploit buffer overruns. (Binscope also checks for a few other things)
The only thing Binscope checks for in C#/managed binaries is if they are using strong names. The closest thing to binscope for C# is FxCop which will detail a bunch of potential issues in your managed .Net code. For security, fix any security warnings that FxCop produces and you are on your way.
The /analyze flag causes Visual Studio to do some static analysis of your native code and lets you know if it finds anything suspicious. The C#/.Net equivalent is the security part of FxCop.