@renatojoaquimdutra: You don't. VB6 was the last IDE that supported creating ActiveX controls.
But what you want can easily be done using .NET. Windows Forms or WPF on the desktop; Web Forms or MVC in the browser.
There also exists an Interop Toolkit from Microsoft that adds some project templates for you to expose your .NET forms and controls to COM. We use that at my company to host .NET controls inside of a VB6 MDI application.