You need the .tlh (Type Library Header) file of your ocx.
i.e. with excel:
#include "EXCEL8.tlh"
void doanythingwithexcel()
{
Excel::_ApplicationPtr excelapp;
if(S_OK==excelapp.CreateInstance(__TEXT("Excel.Application"))
{
excelapp->Visible = 1;
MessageBox(0,__TEXT("close excel?"),__TEXT("???"),MB_OK);
excelapp->Quit();
}
}