It's AN2726 and the software is available for downloading here. It's probably easiest to do a search on AN2726 and find the link to the software.
There is an API for the CPU that allows it to find the status of CAN messages but you can also send an interrupt from the XGATE to the CPU - this is the CAN_RECEIVE_NOTIFICATION macro. The software includes hooks to allow the CPU to receive the interrupt.
It depends on your application what approach to use. In general, you'll probably find that the API is a perfect solution to managing the CAN mailbox and an interrupt from the XGATE would only be useful if your interested in particular CAN events (in which case I would recommend that you use the XGATE to identify the condition and interrupt the CPU only when that occurs.)