The only thing that I can see is making sure you get out the handle that you put in via your constructor. I know that it's obvious that you implemented it this way, but a test would assure you that it stays this way. I would test this only because you are injecting it via the constructor. If it was just { get; set; } I probably wouldn't.
[TestMethod]
public void ConstructorTest()
{
IntPtr handle = new IntPtr(100);
MapinfoWindowHandle winHandle = new MapinfoWindowHandle(handle);
Assert.AreEqual( handle, ((IWin32Window)winHandle).Handle );
}