Hello Javier,
if you have read the Readme.txt in sample directory,
i added the footnote 5 for this sample a long time ago:

5) Sample program needs ActiveX and contrib library "libhbactivex.a".
Support for ActiveX ended, substituted by HTML5 and Java. Sample is outdated.

With r2927 i committed modified files fixing
some compile errors:

Sende samples/bldmingw.bat
Sende samples/bldmingw64.bat
Füge hinzu samples/iesample.hbp
Sende samples/iesample.prg

Also iesample.hbp could be used to build with hbmk2 utility.
I have no ActiveX on my Windows 10 system, sorry.
(no chance to check the sample, you should do it).
I hope, my hint helps you for doing more experiments.

Please give feedback, if you have success.
Please post me your modifications for commit in HWGUI,
if necessary.

Here my session:
(The 2 warnings fixed in sample program)

C:\hwgui>cd hwgui
C:\hwgui\hwgui>cd contrib

C:\hwgui\hwgui\samples>hbmk2 iesample.hbp
iesample.prg(43) Warning W0005 RETURN statement with no return value in function
iesample.prg(54) Warning W0005 RETURN statement with no return value in function

C:\hwgui\hwgui\contrib>hbmk2 hbactivex.hbp
hbmk2: Compiling...
In file included from ../../../../contrib/activex/htmlcore.c:40:0:
../../../../contrib/activex/htmlcore.h:17:119: fatal error: mshtmhst.h: No such file or directory
compilation terminated.
In file included from ../../../../contrib/activex/htmlfunc.c:16:0:
../../../../contrib/activex/htmlcore.h:17:119: creafatal error: mshtmhst.h: No such file or directory
compilation terminated.
hbmk2[hbactivex]: Error: Running C/C++ compiler. 1
gcc.exe -c -O3 -march=i586 -mtune=pentiumpro -fomit-frame-pointer -DHWG_USE_POINTER_ITEM -W -Wall -pipe -I"C:/harbour/core-master/include" -I../../../../include ../../../../contrib/activex/htmlcore.c ../../../../contrib/activex/htmlfunc.c

C:\hwgui\hwgui\contrib>cd ..\samples

With regards
MNI TNX, 73 es 55 de
DF7BE, Wilfried