Please start here:
http://msdn.microsoft.com/en-us/library/wbds43cy.aspx[
^].
It all depends on what are those ActiveX components are. The issue is "controls", because your application in a console application. "Controls" actually means windowed controls, but the techniques described in the article also covers any non-control (not-visual) ActiveX components. So, if they are not windowed controls, it's all clear.
How about controls? Quick answer is: a console application have no controls, so ActiveX controls cannot be used. But, strictly speaking, you can use then, because "console application" may simply mean that you build your project as a console application. It does not mean you cannot have some windowed UI in your application, it simply means that it has some automatically created default console shown. So, in addition to a console window you can create some windows application which will work in parallel to your console, so you can use ActiveX controls in it.
Let me note that combination of a console with windowed UI would be pretty unusual, even though it's easy. Many would even consider it ugly. I covered this case only to address ActiveX controls. As your question was merely "how can I refer", I already answered in the first paragraph.
—SA