DateTimePicker 不是DependencyObject类型，无法使用绑定模式，只能后台赋值。

最好的办法是用第三方的WPF的DateTimePicker，例如Extended Wpf ToolKit里就有。
假如要一定要绑定Winform的DateTimePicker，就不好用通用的WindowsFormsHost，而要本人添加一个依赖属性。

using System;
using System.Windows;
using System.Windows.Forms;
using System.Windows.Forms.Integration;
namespace WpfApplication3
{
    class WinformDateTimePicker : WindowsFormsHost
    {
        public DateTime MyDateTime
        {
            get { return (DateTime)GetValue(MyDateTimeProperty); }
            set { SetValue(MyDateTimeProperty, value); }
        }
        public static readonly DependencyProperty MyDateTimeProperty = DependencyProperty.Register(
            "MyDateTime", 
            typeof(DateTime), 
            typeof(WinformDateTimePicker), 
            new PropertyMetadata(OnMyDateTimeChanged));
        static void OnMyDateTimeChanged(DependencyObject d, DependencyPropertyChangedEventArgs e)
        {
            try
            {
                ((d as WinformDateTimePicker).Child as DateTimePicker).Value = (DateTime)e.NewValue;
            }
            catch { }
        }
        public WinformDateTimePicker()
        {
            var dateTimePicker = new DateTimePicker();
            this.Child = dateTimePicker;
            this.MyDateTime = dateTimePicker.Value;
            dateTimePicker.ValueChanged += delegate 
            {
                this.MyDateTime = dateTimePicker.Value;
            };
        }
    }
}

<Window x:Class=...>
    <StackPanel>
        <local:WinformDateTimePicker x:Name="datetimePicker" Height="200" />
        <TextBlock Margin="0 30 0 0" Text="{Binding ElementName=datetimePicker, Path=MyDateTime}" Background="PeachPuff" />
    </StackPanel>
</Window>

你可能进入了一个误区，就是使用了wpf之后啥都想绑定。其实没这个必要，当然，假如是想学习怎么样实现又另当别论了。