How to convert String to Byte* and pass it to Unmanaged application

Well, if you have full control over the C++ class then you can use StringToCoTaskMemAnsi and FreeCoTaskMem as I suggested. But you should place all the code inside the managed C++ class istead of doing it in C#, something like:

public ref class ManagedClass {
public:
    unsigned char *data;
    
    void SetData(String^ str) {
        FreeData();
        data = (unsigned char *)Marshal::StringToCoTaskMemAnsi(str).ToPointer();
    }

    void FreeData() {
        Marshal::FreeCoTaskMem((IntPtr)data);
        data = nullptr;
    }

    ~ManagedClass() {
        this->!ManagedClass();
    }

    !ManagedClass() {
        FreeData();
    }
}

You simply call SetData with the appropriate string from C#. When you no longer need the data you call Dispose (from C#) or use the delete operator (from C++) to dispose the ManagedClass object and release the native string memory.