I am fairly new to C# as well as windows programming and I am attempting to establish communication between a USB HID device. I got the device path successfully using \'Set
You'll probably have to use a USB library, like this one
I am sure there is some reason why you are dipping into such low level Win32 functions, but I would advise if you just want to write a file somewhere just use the File class within .net.
If you are just wanting to write bytes then one of the simplest ways is to use File.WriteAllBytes() method.
http://msdn.microsoft.com/en-us/library/system.io.file.writeallbytes.aspx