After we got engaged my wife applied for a B1 visa and was denied. She was honest and said she wanted to visit for 3 weeks to meet my family. Officer quickly denied the visa request and told her to file K1.
Fast forward to being at NVC for our CR1 visa and The DS-260 asks "Have you ever been refused a US visa....?" to which she answered "yes"
Per the instruction for the Bangkok Embassy, for the interview you must bring, among other things:
Immigration Records (If any): Applicants who have been denied admission to the United States, ...must submit all relevant documentation."
First, I don't believe being "denied admission" is the same as a "refused a visa" but I want to clarify. Second, if the two are synonymous, for relevant documentation, I don't recall her getting anything from that refusal that we could bring to the interview.