Am I doing something wrong, shall I tried the third method, because the first two do not work?
Yes, not reading the Wiki properly.
@1) It never says, to Drag/Drop the ocx/dll on the Form.
Drop the ActiveXContainer (!!!) on the Form, and assign the correct CoClassName.
ocx/dll MUST be registered on the machine
@2) It says to import the TYPE-LIBRARY.
To "directly" load an ocx/dll, this file needs a TypeLib-Ressource inside.
If for whatever reason, there is no TypeLib-Ressource you'd need a TLB-File of the ocx/dll