using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows.Forms;
using Microsoft.DirectX;
using Microsoft.DirectX.Direct3D;

namespace TestDirectX1
{
    public partial class Form1 : Form
    {
        private Device device;

        public Form1()
        {
            InitializeComponent();
        }

        public void InitializeDevice()
        {
            PresentParameters presentParams = new PresentParameters();
            presentParams.Windowed = true;
            presentParams.SwapEffect = SwapEffect.Discard;

            device = new Device(0, DeviceType.Reference, this, CreateFlags.SoftwareVertexProcessing, presentParams);
        }



        protected override void OnPaint(System.Windows.Forms.PaintEventArgs e)
        {
            device.Clear(ClearFlags.Target, Color.DarkSlateBlue, 1.0f, 0);
            device.Present();
        }

    }
}

Im Program.cs:
using System;
using System.Collections.Generic;
using System.Linq;
using System.Threading.Tasks;
using System.Windows.Forms;

namespace TestDirectX1
{
    static class Program
    {
        /// <summary>
        /// Der Haupteinstiegspunkt für die Anwendung.
        /// </summary>
        [STAThread]
        static void Main()
        {
            Application.EnableVisualStyles();
            Application.SetCompatibleTextRenderingDefault(false);
            //Application.Run(new Form1());

            using (Form1 our_directx_form = new Form1())
            {
                Application.Run(our_directx_form);
                our_directx_form.InitializeDevice();
            }
        }
    }
}

our_dx_form.InitializeDevice();

Application.Run(our_directx_form);