In a nutshell : 
Here are some steps (but you should definitely follow the guide I linked):
Basically it is a class which inherits LuisDialog<object> and you have to put an attribute on top of it with your Luis id and secret 
[LuisModel("c413b2ef-382c-45bd-8ff0-f76d60e2a821", "6d0966209c6e4f6b835ce34492f3e6d9")]
[Serializable]
public class SimpleAlarmDialog : LuisDialog<object>
{ [...]
Then you add method to your class and decorate them with the LuisIntent(...) attribute.
 [LuisIntent("builtin.intent.alarm.turn_off_alarm")]
 public async Task TurnOffAlarm(IDialogContext context, LuisResult result)
 { [...]
Inside the method, you can search if an entity was found using a code like this :
EntityRecommendation title;
if (result.TryFindEntity(Entity_Alarm_Title, out title))
{
    what = title.Entity;
}
else
{
    what = DefaultAlarmWhat;
}
Finally, to start the dialog, you have to call this Inside your controller: 
public async Task<Message> Post([FromBody]Message message)
    {
        if (message.Type == "Message")
        {
            // return our reply to the user
            return await Conversation.SendAsync(message, () => new EchoDialog());
        }
        else
        {
            return HandleSystemMessage(message);
        }
    }