The simplest approach IMO would be to generate a sequence of all the possible numbers (i.e. 1-37), shuffle the collection, then take the first seven results.
Searching on Stack Overflow for "Fisher-Yates shuffle C#" will find lots of examples.
In fact, you could modify the Fisher-Yates shuffle to yield results as you took them, so you could write a method such as:
var numbers = Enumerable.Range(1, 37).Shuffle().Take(7).ToList();
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