The Cloudera ODBC connector is available for Windows, and .NET does support ODBC: http://www.cloudera.com/downloads/connectors/hive/odbc.html

There's no direct client for HDFS in .NET, but HDFS offers a REST API via its WebHDFS component. This REST API is documented at http://archive.cloudera.com/cdh5/cdh/5/hadoop/hadoop-project-dist/hadoop-hdfs/WebHDFS.html, and you can use your .NET HTTP client to make use of it.