It seems that I will answer my question for another time. It's possible to get there ShellExecuteW way:

{
  ATL::CStringW cswNetworkAdapterPath = L"";
  LPOLESTR lpwszNetConCLSID;

  StringFromIID(CLSID_NetworkConnections, &lpwszNetConCLSID);
  cswNetworkAdapterPath.Format(L"::%s\\::%s", lpwszNetConCLSID, lpwszAdapterGUID);

  ShellExecuteW(NULL, L"properties", cswNetworkAdapterPath, NULL, NULL, SW_SHOWNORMAL);
}

That's the quick and dirty approach but it works (the less dirty will be CSIDL_CONNECTIONS way). You may also need to grab a thread to let the property sheet open.