You intend to specify in your Visual Paradigm (VP) diagram a dependency on Form which is a class available in the .NET framework.
It seems there is no clear explanation how to do that specific operation in the VP documentation. However, there is an article that covers the topic with Java SE classes. This article uses the Java platform sources (available as a zip file in the JDK since Java 6) to extract the classes in a specific project. Then the reversed project is registered as a referenced project in your model project.
It seems this is possible to do a similar operation with .NET dlls instead of Java sources (have a look at the linked article - the screenshot for step 2). For that you have to identify the relevant dll(s) in your environment: I guess the Microsoft .NET framework, not Mono. According to a Microsoft documentation, the appropriate file would be something like System.Windows.Forms.dll. You should be able to find that file in your environment. On the identification of the relevant dll(s), I can't help you further (being myself a Java developer working on Linux).
Beware: your library project should be quite important as you will have all the dll classes represented. This is probably the reason why the documentation makes the reversal in a separated project and not in the real model project (another reason could be the possibility to use the classes in other projects).