Add the effect file to the Content directory of your XNA Framework game.

Right-click your Content node, point to Add, and then click Existing Item.

In the Files of type list, click All Files.

Navigate to your .fx file, and click Add.

Tip
To create a new .fx file, point to Add, click New Item, and then select the Effect File template.

Create a new Effect by using the ContentManager.Load method to load the .fx file.

effect = Content.Load<Effect>("ReallySimpleEffect");

The .fx file contains a parameter named WorldViewProj which is a matrix used by the vertex shader. The following code looks up the WorldViewProj parameter in Effect.Parameters, and calls EffectParameter.SetValue to initialize the value of the transform matrix.

effect.Parameters["WorldViewProj"].SetValue(worldViewProjection);

Set Effect.CurrentTechnique to a technique from the .fx file.

In this case, use the Effect.Techniques property to look up the technique named TransformTechnique from the .fx file.

effect.CurrentTechnique = effect.Techniques["TransformTechnique"];

Use the GraphicsDevice.RasterizerState property to turn culling off so that all primitives will be drawn regardless of the order of the vertices.

Call EffectPass.Apply to apply the effect state before rendering.

Call DrawUserIndexedPrimitives to render the effect.

GraphicsDevice.Clear(Color.CornflowerBlue);

RasterizerState rasterizerState = new RasterizerState();
rasterizerState.CullMode = CullMode.None;
GraphicsDevice.RasterizerState = rasterizerState;

GraphicsDevice.SetVertexBuffer(vertexBuffer);

foreach (EffectPass pass in effect.CurrentTechnique.Passes)
{
    pass.Apply();

    GraphicsDevice.DrawUserIndexedPrimitives<VertexPositionColor>(
        PrimitiveType.TriangleList,
        vertices,
        0,   // vertex buffer offset to add to each element of the index buffer
        24,  // number of vertices to draw
        indices,
        0,   // first index element to read
        12   // number of primitives to draw
    );
}