How does the AsyncIO ControlCode work in C#

Question

In C# there is a low level IOControl command for sockets
This, is a list of all the control codes that can be used with this command, I have noticed that one of them is called AsyncIO with the description
Enable notification for when data is waiting to be received. This value is equal to the Winsock 2 FIOASYNC constant.
I've researched more and it seems that enabling AsyncIO would cause a SIGIO signal to be raised upon an IO event. Source
my question is, how do I use SIGIO in C# and how do I set the callback function using IOControl.