I have gotten it to work as follows:
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Use XML style comments for your C++/CLI header entries. This means the full XML comment is required (triple-slash comments,
<summary>tag at a minimum) -
Make sure that the C++ compiler option Generate XML Documentation Files is on. This should generate an XML file with documentation with the same name as your assembly (MyDll.xml).
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Make sure that the C# project references your assembly MyDll.dll where MyDll.xml is also present in the same folder. When you mouse over a reference from the assembly, MS Visual Studio will load the documentation.
This worked for me in Visual Studio 2008 on an assembly built for .NET 3.5.