You wouldn't implement it. It is (or would be) there already.
Once you found out which native API to use, we can go on here, discussing how to use it from C++/CLI.
I know I should have a code example somewhere in a certain path of wlan api.
But there is none.
The expected path is simply not there.
I can't remember ever heaving heard of anything named WLAN API, but I may have been wrong, so I simply hacked "WLAN API" into the MSDN Library search. It came up with a few thousand hits, quite some of which had the word "sample" in their subject lines. Perhaps some of them may be of interest to you.
Can you find a Net expert?
CodeGuru has a dedicated Network Programming section, so if some are aroud, they probably can be found there. I don't frequent that section myself, though.
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