When using interop methods, you can use GetLastError API to get additional information on you API calls.

DllImport Attribute SetLastError Attribute

SetLastError=true

Indicates that the callee will call SetLastError (Win32 API function).

SetLastError=false

Indicates that the callee will not call SetLastError (Win32 API function), therefore you will not get an error information.

Example:

[DllImport("kernel32.dll", SetLastError=true)]
public static extern IntPtr OpenMutex(uint access, bool handle, string lpName);

If you trying to open mutex which does not exist, GetLastError will return ERROR_FILE_NOT_FOUND.

var lastErrorCode = Marshal.GetLastWin32Error();

if (lastErrorCode == (uint)ERROR_FILE_NOT_FOUND)
{
    //Deal with error         
}

System Error Codes can be found here:

https://msdn.microsoft.com/en-us/library/windows/desktop/ms681382(v=vs.85).aspx

GetLastError API

There is a native GetLastError API which you can use as well :

[DllImport("coredll.dll", SetLastError=true)]
static extern Int32 GetLastError();

Here’s why:

Between your Win32 call which sets the error (calls SetLastError), the CLR can call other Win32 calls which could call SetLastError as well, this behavior can override your error value. In this scenario, if you call GetLastError you can obtain an invalid error.