The reverse_http payloads USE an ActiveX control - PassiveX - but you cant really transfer it to a victim host in that format and then expect it to run. You CAN however create a reverse_http payload as an executable and send that to your victim host. When the executable runs and connects back to a Metasploit handler configured for PassiveX, that handler will then serve up the passivex.dll ActiveX object to the remote system, which will then install it as an addon to IE (dependant on your IE version).
Its possible to do an install of the passivex.dll ActiveX object locally as well if you have reason to do this (because a content filtering proxy sits between your Metsploit system and the victim system for example), however you have to do it manually because it's not supported directly in Metasploit. Im in the process of writing up something about this and I'll post a link here when Im done if you're interested.