It is easy.
CAxWindow wndAnimationWnd;
wndAnimationWnd.Create(hWndOfYourControl, &rect_ForEmbededAnimation, string_CLSID_OfYourAnimationControl, WS_CHILD | WS_VISIBLE);
Just as example, the Internet Explorer ActiveX control
CAxWindow wndBrowser;
LPOLESTR sClsid = L"";
StringFromCLSID( CLSID_WebBrowser, &sClsid );
wndBrowser.Create(this->m_hWnd, &rcClient, sClsid, WS_CHILD | WS_VISIBLE);
After that you probably need to manipulate the control:
CComPtr<IUnknown> pUnk;
hr = AtlAxGetControl( wndBrowser, &pUnk );
CComQIPtr<IWebBrowser2> spBrowser2; hr = pUnk->QueryInterface(&spBrowser2);
CComVariant navigate_to(L"http://google.com");
hr = spBrowser2->Navigate2(&navigate_to, 0, 0, 0, 0);