To determine the references you can look at the assembly in question in something like reflector. Most of the winforms controls reference win and shared so you would add references to the Shared, Win and WinGrid assemblies - e.g. Infragistics2.Shared.v8.2.dll, Infragistics2.Win.v8.2.dll and Infragistics2.Win.UltraWinGrid.v8.2.dll (as well as the required windows forms references).

The namespace you map would depend on the control you're going to use. You can find that in the documentation or you can look in reflector. In this case, you would add a clr-namespace mapping referencing the appropriate assembly name. e.g. xmlns:igWinGrid="clr-namespace:Infragistics.Win.UltraWinGrid;assembly=Infragistics2.Win.UltraWinGrid.v8.2".

Then you can use the UltraGrid in the WindowsFormsHost. e.g.

For most properties though you will likely need to deal with them in code (e.g. the properties of the DisplayLayout).

 I know how to host Windows Control in WPF, I just do not know how to host UltraGrid, what namespaces to import, what namespaces to map in WPF window, what Assemblies to reference... I managed it with windows user user control, I hosted UltraGrid inside of it, then added it in Window, but I still can not manage to simple add UltraGrid directly