If i understand correctly.... a UserControl is a base class i.e. you must inherit from that to create your own implementations (or concrete types).
Once you've done that you're off and away!
EDIT: maybe another issue you're having is that you don't have a reference to System.Windows.Forms.dll in your project and you can't create your own UserControl implementation... not sure as the question is a little vague :(
EDIT 2: Ok, thinking about this further (and given your confusion still :) I think you might be needing something else... not ActiveX controls as the article you link to relates. I think you actually are interested in this and possibly this
User controls in ASP.NET and ActiveX controls are very very different (nothing alike in fact!)
I hope this helps shed some more light!