To create documents in a MongoDB database using C#, you can use the MongoDB.Driver from NuGet to establish a connection to a MongoDB server. With a connection established, you can access specific databases and collections, such as `sample_training` and `grades`, respectively. You can then create a new BSON document using the `BsonDocument` class and insert it into the database using methods like `InsertOne()` or `InsertOneAsync()`. The MongoDB C# Driver provides easy-to-use methods for inserting multiple documents at once with `InsertMany()` or `InsertManyAsync()`.