1. If you have a multidimensional array (like Double[,,,]) and not a Jagged array (like Double[][][][]), you should be able to simply use:
MATLABMatrix = double(MyNetArray);
To convert the whole matrix to a MATLAB matrix.
2.If you do want to get more information about the dimensions you will need to use the actual .NET methods for this:
So you can first get the number of dimensions:
numDim = MyNetArray.Rank
And then loop through the dimensions calling GetLength:
for i=1:numDim
dims(i) = MyNetArray.GetLength(i-1);
end