Active X usage/deployment

How does one actually use an Active X control ?
It is easy to use the Active X wizard and put a wrapper around a control
so that it becomes Active X. Registering it as an Acitve X and putting
it on the palette, after installing it in a package library is also a
straight forward process. But then what ? I tried to pull up MS Word and
put a custom control - choosing the name of my .ocx but it came up with
an error. Just dragging it onto a Delphi form is useless, because we can
do that without converting a control to Active X.