Вы можете сделать это примерно так:
int size = 1024;
BYTE buf[1024];
// unmanaged buffer
System::IntPtr intPtr = System::IntPtr( buf );
// managed buffer
array<unsigned char>^ managedBuf = gcnew array<unsigned char>(size);
{
// write things to buf[]
}
// copy unmanaged buffer to managed buffer
Marshal::Copy( intPtr, managedBuf, 0, size );
System::IO::Stream^ ms = gcnew System::IO::MemoryStream();
ms->Write( managedBuf, 0, size);