I can't help you specifically with ActiveDSO as when I evaluated the scope I used either the IVI driver from
here or the driver from Lecroy's web site and that worked just fine. If you're more comfortable with that sort of driver, you could give it a try (especially since ActiveDSO is marked as only being in Beta release).
In general, to use ActiveX, you have to use methods and properties of the ActiveX control to set and retrieve data. Lecroy's web page says that it ships with examples for use in Excel so that should give you an idea which methods and properties you need to invoke with either the LabVIEW Invoke Node or Property
Node functions. There are numerous examples that use ActiveX for other applications that you might want to refer to in how they're used. Start with the shipping example called Write Table to XL.