Also, the reference provided in paragraph "Configuring setup using a CAPolicy.inf file" is outdated and refers to an invalid page. The PKCS #1: RSA Cryptography Standard is now documented at http://www.rsa.com/rsalabs/node.asp?id=2125 .
To set up a CA with a CNG certificate, perform the normal "Active Directory Certificate Services" setup procedure until you reach the Configure Cryptography for CA wizard page. Now you have to decide which Cryptography or Key Provider is used by the CA. All providers that have a #-sign as prefix in their name represent key storage provider and can support CNG algorithms.
Even if you don't have a requirement for a CNG certificate today, you should select a key storage provider that is supporting CNG. Luckily, the RSA#Microsoft Software Key Storage Provider is the default setting so that you have greater flexibility regarding hash algorithm configuration compared to cryptographic service providers. How to change the hash algorithm for a key storage provider is described in the chapter "Configuring the Cryptographic Algorithms used by the CA" in the Certificate Server Enhancements in Windows Server codename "Longhorn" whitepaper.