I have developed a MFC Activex control which is windowless and invisible in runtime, while i assumed that basically an activex is a control that would manipulate a windows h
By definition, windowless ActiveX control doesn't have a window, and rendered as part of its parent. If you want to work with Windows messages in the control, you can create worker thread with a message loop, and handle any messages there. To have message loop, you don't need a window, just thread. This solution can be implemented in windowless control or in any COM component.
Alternatively, you can use windowed ActiveX control by changing its properties.