There are various ways of doing this. The link you provided is about MSM. Thus you need to use MergeModule class:
Have a look at <Wix# Samples>\MergeModules\Consuming MergeModule sample.
Or on git: https://wixsharp.codeplex.com/SourceControl/latest#src/WixSharp.Samples/Wix# Samples/MergeModules/Consuming MergeModule/setup.cs
Alternatively you can use bootstrapper. Samples for which are also included.
var project = new Project("MyMergeModuleSetup", new Dir(@"%ProgramFiles%\My Company", new File(@"Files\MainFile.txt"), new Merge(@"Files\MyMergeModule.msm"), new Merge(@"Files\MyMergeModule1.msm")));
Or on git: https://wixsharp.codeplex.com/SourceControl/latest#src/WixSharp.Samples/Wix# Samples/MergeModules/Consuming MergeModule/setup.cs
Alternatively you can use bootstrapper. Samples for which are also included.