activex exe problem

hi,all,I got a questions about activex exe:
Can the activex exe include any visible component like form to display on the client's screen?I follows microsoft's coffer project but the form can only be showed when the client and server are on the same machine.Actually,I use CreateObject("myclass.myclass1","myservername") to create the activex object and call the public function in that object to display the form.I am just wondering if the activex exe can only hold the business logic but not any gui components if it's running on the remote server?