You should add reference to Microsoft.CSharp library in the selected project or in the startup project. And your project should reference .NET Framework 4 or higher.
MSDN about immediate window context:
When establishing the context for design time expression evaluation,
Visual Studio references the currently selected project in Solution
Explorer. If no project is selected in Solution Explorer, Visual
Studio attempts to evaluate the function against the startup project.
If the function cannot be evaluated in the current context, you will
receive an error message.