I worked it out...
var httpClient = new HttpClient();
var response = await httpClient.GetAsync("
https://cdn.growthbook.io/api/features/MY_KEY");
if (response.IsSuccessStatusCode)
{
var featuresResp = JObject.Parse(await response.Content.ReadAsStringAsync());
var features = featuresResp["features"];
// Create and populate the context object
var context = new GrowthBook.Context();
context.Features = features.Cast<JProperty>()
.ToDictionary(item => item.Name, item => item.Value.ToObject<Feature>());
}