This syntax is from the Visual Basic Select...Case Statement:
Dim number As Integer = 8
Select Case number
Case 1 To 5
Debug.WriteLine("Between 1 and 5, inclusive")
' The following is the only Case clause that evaluates to True.
Case 6, 7, 8
Debug.WriteLine("Between 6 and 8, inclusive")
Case Is < 1
Debug.WriteLine("Equal to 9 or 10")
Case Else
Debug.WriteLine("Not between 1 and 10, inclusive")
End Select
You cannot use this syntax in C#. Instead, you must use the syntax from your first example.