I'm assuming that by ".NET VC++ project" you mean that you have a managed
C++ (or C++/CLI) project. For these project types, use tlbimp.exe (from
the .NET framework SDK, also included with Visual Studio) to generate an
interop assembly that exposes the OCX as a .NET type.
You can also simply #import "path-to-your-ocx" to generate native wrappers
for the OCX, which you can then call from native or managed C++, but you
won't be able to get a verifiable managed image using this approach - if
that matters to you.