The terminology is changing as fast as the technology, and not all groups within Microsoft can agree on how to use the terms ActiveX and OLE. Think of ActiveX as something that was created when the "old" OLE collided with the Internet. ActiveX includes not only those Windows features built on COM (which you'll study in this part of the book) but also the Microsoft Internet Information Server family and the WinInet programming interface (covered in Part VI).
Yes, OLE is still here, but once again it stands for Object Linking and Embedding, just as it did in the days of OLE 1. It's just another subset of ActiveX technology that includes odds and ends such as drag and drop. Unfortunately (or fortunately, if you have existing code), the MFC source code and the Windows API have not kept current with the naming conventions. As a result, you'll see lots of occurrences of "OLE" and "Ole" in class names and in function names, even though some of those classes and functions go beyond linking and embedding. In this part of the book, you might notice references to the "server" in the code generated by AppWizard. Microsoft has now reserved this term for database servers and Internet servers; "component" is the new term for OLE servers.
Bookstore computer sections are now full of books on OLE, COM, and ActiveX. We don't claim to offer that level of detail here, but you should come away with a pretty good understanding of COM theory. We've included a closer connection to the MFC library classes than you might see in other books, with the exception of MFC Internals (Addison-Wesley, 1996) by George Shepherd and Scot Wingo. The net result should be good preparation for the really heavy-duty ActiveX/COM books, including Kraig Brockschmidt's Inside OLE, 2nd ed. (Microsoft Press, 1995) and Don Box's Essential COM (Addison-Wesley, 1998). A good mid-level book is Dale Rogerson's Inside COM (Microsoft Press, 1997).
One more thing: don't expect this stuff to be easy. Kraig Brockschmidt reported "six months of mental fog" before he started understanding these concepts. A thorough knowledge of the C++ language is the minimum prerequisite. Don't be afraid to dig in and write code. Make sure you can do the easy things before getting into advanced areas like multithreaded COM, custom marshaling, and distributed COM (DCOM).