Game.cs

using System;
using System.Drawing;
using SDL2TestGame.RendererSDL2;

namespace SDL2TestGame
{
	public class Game
	{
		static Sdl2Graphics window;

		public static void Main(string[] args)
		{
			window = new Sdl2Graphics(new Size(450, 450));

			Run(window);
		}

		public static void Run(Sdl2Graphics window)
		{
			var i = 0;
			while (!window.ShouldQuit)
			{
				Console.WriteLine("Tick {0}", ++i);
				Console.WriteLine(DateTime.Now);
			}
		}
	}
}

Sdl2Graphics.cs

using System;
using System.Drawing;
using SDL2;
using System.IO;

namespace SDL2TestGame.RendererSDL2
{
	public class Sdl2Graphics
	{
		public bool ShouldQuit { get; private set; }

		Size size;
		IntPtr context, window;

		public Sdl2Graphics(Size windowSize)
		{
			size = windowSize;

			Console.WriteLine(File.Exists("SDL2-CS.dll"));

			SDL.SDL_Init(SDL.SDL_INIT_VIDEO);
			SDL.SDL_GL_SetAttribute(SDL.SDL_GLattr.SDL_GL_DOUBLEBUFFER, 1);
			SDL.SDL_GL_SetAttribute(SDL.SDL_GLattr.SDL_GL_RED_SIZE, 8);
			SDL.SDL_GL_SetAttribute(SDL.SDL_GLattr.SDL_GL_GREEN_SIZE, 8);
			SDL.SDL_GL_SetAttribute(SDL.SDL_GLattr.SDL_GL_BLUE_SIZE, 8);
			SDL.SDL_GL_SetAttribute(SDL.SDL_GLattr.SDL_GL_ALPHA_SIZE, 0);

			window = SDL.SDL_CreateWindow
				(
					"SDL2 TestGame",
					SDL.SDL_WINDOWPOS_CENTERED, SDL.SDL_WINDOWPOS_CENTERED,
					size.Width, size.Height,
					SDL.SDL_WindowFlags.SDL_WINDOW_SHOWN
				);

			SDL.SDL_ShowCursor(1);
			context = SDL.SDL_GL_CreateContext(window);
			SDL.SDL_GL_MakeCurrent(window, context);
		}

		void DrawSDLWindow()
		{
			SDL.SDL_Event e;
			SDL.SDL_PollEvent(out e);

			if (e.type == SDL.SDL_EventType.SDL_QUIT)
			{
				ShouldQuit = true;
//				return;
			}
		}
	}
}