Trying a simple operation like this throws an exception.
var reader = new OSGeo.FDO..Common.Xml.XmlReader("c:\\temp\test.xml");
throws an SEHException. I cannot figure out why from available online resource located here:
http://fdo.osgeo.org/files/fdo/docs/FDO_API_managed/index.htm
For anyone elsewho runs into this problem, adding a reference to the managed DLLs is not enough. You have to ensure that all corresponding unmanaged DLLs are in the output directory of the project. For me, the missing unmanaged DLLs were:
FDO.dll FDOCommon.dll FDOGeometry.dll FDOSpatial.dll ExpressionEngine.dll Xalan-C_1_7_0.dll XalanMessages_1_7_0.dll xerces-c_2_5_0.dll
More precisely, you need to put unmanaged DLLs in locations which are searchable by system for DLL modules. What are the locations and in what order they are searched is explained in the MSDN article Dynamic-Link Library Search Order