This means that there are not Code at all, not ocx, not dlls, not assemblies. You have to build your own Ribbon functionality, they only tell you how it should look and behave.

So creating an Activex in VStudio is possible, although a hard and long way, because you have no code to start with. And Activex programming in C++, even with ATL is not that fun.

I think it's a better route to build a .NET Component with this functionality, or take the VFP Route like Craig pointed or get a third party component like the one at http://www.divelements.co.uk/net/controls/sandribbon/ which is in compliance with the Ribbon Guidelines.