Don't insert data directly into the database. The Mendix application manages associations and ids. You can really mess up your data if you get this wrong.
As Quang says, a good way to allow an external service to push data into a Mendix application is to create a REST service and have your .NET application send data using that.
The Mendix documentation gives an example on how to create a REST service if you've not done this before.
https://docs.mendix.com/howto/integration/publish-rest-service/
Good luck!
in mendix make a rest publish service to add data, then in your dot net app just consume this service.
hope this help you.