//in the viewmodel
class MainViewModel : ReactiveObject
{
    public ReactiveUI.ReactiveCommand<Unit, Unit> MyReactiveCommand { get; }

    public MainViewModel()
    {
        MyReactiveCommand = ReactiveCommand.Create(() => { MessageBox.Show("Hello"); }, outputScheduler: RxApp.MainThreadScheduler);
    }
}

//in the view xaml
<Window.DataContext>
    <local:MainViewModel/>
</Window.DataContext>

<Grid>
    <WrapPanel HorizontalAlignment = "Left">
        <Button Content="button" Command="{Binding MyReactiveCommand}"/>
    </WrapPanel>
</Grid>

public class MainViewModel : ReactiveObject
{
    public ReactiveCommand<Unit, Unit> MyReactiveCommand { get; }

    public MainViewModel()
    {
        MyReactiveCommand = ReactiveCommand.CreateFromObservable(DoSometing);
        MyReactiveCommand.Subscribe(x => { MessageBox.Show("Hello"); });
    }

    public IObservable<Unit> DoSometing()
    {
        return Observable.Start(() => { });
    }
}