ActiveX Controls have been deprecated by Microsoft in the latest versions of the Windows operating system in favor of the DotNet framework and its controls.
While MAXScript still supports ActiveX controls, these have to be installed and registered on the system to be accessible to MAXScript.
As a replacement of ActiveX controls, MAXScript supports DotNet controls in 3ds Max 9 and higher.
All methods of ActiveX controls are control-specific and vary from one control to another.
For a list of all available methods, you can use the ActiveX Control Inspector Function
showMethods <axControl>
Methods can be called like:
ax.AboutBox()
ax.loadURL "http://www.autodesk.com"