There are a couple of ways you can do what you’ve shown. The first is to create a false color Mesh. That is, a mesh that has vertex colors. You can draw meshes with false colors using a display conduit.
You can also draw the legend using a conduit.
Another way, which is more like Rhino’s
CurvatureAnalysis command is to create a custom visual analysis mode.
The Developer samples repository on GitHub has samples of all of this.
For conduit samples, just grep the code looking for
DisplayConduit. For a visual analysis mode sample, see the following:
Let us know if you have any questions.