It should work, but it depends on your configuration. Also note CsWin32 has been greatly improved lately and you want to use the CsWin32RunAsBuildTask directive, so here's an example that works:

csproj: `

<PropertyGroup>
    <OutputType>Exe</OutputType>
    <TargetFramework>net9.0</TargetFramework>
    <Nullable>enable</Nullable>
    <AllowUnsafeBlocks>true</AllowUnsafeBlocks>
    <CsWin32RunAsBuildTask>true</CsWin32RunAsBuildTask>
    <DisableRuntimeMarshalling>true</DisableRuntimeMarshalling>
    <InvariantGlobalization>true</InvariantGlobalization>
</PropertyGroup>

<ItemGroup>
    <PackageReference Include="Microsoft.Windows.CsWin32" Version="0.3.242">
        <PrivateAssets>all</PrivateAssets>
        <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
    </PackageReference>
</ItemGroup>

`

NativeMethods.txt:

ICertAdmin
CCertRequest
ICertRequest
ICertRequest2
ICertRequest3

Program.cs:

using System;
using System.Runtime.Versioning;
using Windows.Win32.Security.Cryptography.Certificates;

[assembly: SupportedOSPlatform("windows5.1.2600")]

namespace Test;

internal class Program
{
    static void Main()
    {
        var instance = CCertRequest.CreateInstance<ICertRequest>();
        Console.WriteLine(instance);
    }
}