>If I register an OCX in my system, does it automaticaly go and work into my cliente's system ?
No, an OCX mustr be registered on each system that references it; in addition, there may be other files referenced by the OCX that have to be installed, and perhaps registered as well, on each system. This varies from OCX to OCX; the vendor should tell you wahat files are required for registration of the control on target system.
If there are no dependencies for the OCX, you can have a Setup Wizard generated install take care of the copying and registration by including it in your Setup Wizard distribution and marking it as an ActiveX control.