To run this program, you must have your own configuration file, do as simply

 % cp /usr/X11R6/share/examples/actx/sample.actxrc ~/.actxrc

if you want japanese menu, use sample.actxrc-jp instead.
then edit your ~/.Xdefaults to configure fonts.
/usr/X11R6/share/examples/actx/sample.Xdefaults is for its reference.