>How to know if an ocx is installed in the client's personal computer?

You can do something like:

OldErrorHandler = on("error")

OcxInstalled = .T.
on error OcxInstalled = .F.

Ocx = createobject("yourocxgoeshere")

set error to (OldErrorHandler)

if not OcxInstalled
    * your error handling code goes here
endif