Autodesk.Navisworks.Api.Automation.NavisworksApplication automationApplication = null;
try
{
   //Get Current Working directory
   string workingDir = System.IO.Directory.GetCurrentDirectory().TrimEnd('\\');

   //create NavisworksApplication automation object
   automationApplication =
      new Autodesk.Navisworks.Api.Automation.NavisworksApplication();

   //disable progress whilst we do this procedure
   automationApplication.DisableProgress();

   //Open two AutoCAD files
   automationApplication.OpenFile(workingDir + "\\hello.dwg", workingDir + "\\world.dwg");

   //Save the combination into a Navisworks file
   automationApplication.SaveFile(workingDir + "\\hello_world.nwd");

   //Re-enable progress
   automationApplication.EnableProgress();
}
catch (Autodesk.Navisworks.Api.Automation.AutomationException e)
{
   //An error occurred, display it to the user
   System.Windows.Forms.MessageBox.Show("Error: " + e.Message);
}
catch (Autodesk.Navisworks.Api.Automation.AutomationDocumentFileException e)
{
   //An error occurred, display it to the user
   System.Windows.Forms.MessageBox.Show("Error: " + e.Message);
}
finally
{
   if (automationApplication != null)
   {
      automationApplication.Dispose();
      automationApplication = null;
   }
}