@Deepak Rane (drane) Thank you for reaching out.
Assuming that you are already connected to your Azure SQL DB managed Instance through C#. Now, you are trying to create Symmetric-Key/Asymmetric-Key/Certificate with TSQL statement.
Once the connection is established, you can create Symmetric-Key/Asymmetric-Key/Certificate using TSQL statements.
You can go through the below docs to create an asymmetric key and a certificate.
CREATE SYMMETRIC KEY (Transact-SQL)
CREATE CERTIFICATE (Transact-SQL)
If you need further assistance, feel free to ask!
Regards,
Oury