ActiveX is a Microsoft term given to COM objects which can be used by Scripting interfaces. In technical terms it is a COM object which supports IDispatch.
The objects of the XSI Object Model are ActiveX objects.
If you are an accomplished Windows programmer, you can create your own ActiveX objects.
There are also some useful ActiveX objects directly available as part of the Scripting Environment. Some of these are only available on Windows, others are available on both Linux and Windows: