For something non interactive:
Export the animation to an AVI and embed that in your form:
http://stackoverflow.com/questions/332117/embedding-video-in-a-winforms-app
It's not really what I'd recommend, but it's an alternative to creating an animated gif.
For something partially interactive (i.e. allowing limited movement):
I've seen QuickTime movies that you can control with the mouse. There's an example on this page. It's not 3D though.
For something fully interactive:
You need a 3D rendering engine of some sort and that does (usually) require DirectX or OpenGL. However, if you're only dealing with simple objects you might (repeat might) get away with a software renderer.