Nevertheless for compatiblity, and to have - just like for Gnome or KDE - a native toolkit, mono has implemented the API. It does work perfectly on Windows, just like you would expect it. However on Unixes or MacOS X, the situation is more difficult. The current implementation is built on top of wineLIB, and theoritically even complex things like ActiveX objects will work someday.
But wine is still an emulator, so I do not recommend to code against that API, if you want to stay cross-platform. There are enough alternatives out there. I have decided to put it in the tutorial, because it is a very useful API, when your application needs to run on windows only.