"KeyPress" event for WinForms textbox is missing?

You are mixing class libraries, don't use Windows Forms classes in a WPF project. Make it look like this:

  public partial class Window1 : Window {
    public Window1() {
      InitializeComponent();
      this.textBox1.KeyDown += new KeyEventHandler(textBox1_KeyDown);
    }

    private void textBox1_KeyDown(object sender, KeyEventArgs e) {
      if (e.Key == Key.Enter) {
        MessageBox.Show("Enter!");
        e.Handled = true;
      }
    }
  }

Have you looked at the documentation on KeyPress? It states specifically that The KeyPress event is not raised by noncharacter keys; however, the noncharacter keys do raise the KeyDown and KeyUp events. Using one of those events instead should work.