The Mi-Forms Component is a Windows Forms .NET control. As such, it can be directly embedded inside a Windows Forms based application.
However, if you wish to host the control inside a WPF application, you can do so by making use of the WindowsFormsHost control exposed in WPF.
Microsoft provides examples of how to do this with any Windows Forms control on MSDN both in XAML as well as in C#. Where their example uses the MaskedTextBox, you would instead use the MiCo.MiForms.MiFormsComponent object.