It is possible, but extremely painful. The book, "Developer's Workshop to COM and ATL 3.0", shows how to create programs using COM without MFC or ATL, comparing with how it is done with ATL. However, by the time the author gets to ActiveX, he gives up showing the non-ATL way, because it is just too tedious and error-prone.
If you read this book, you'll know how to create ActiveX controls with Win32 API only, and you'll also know why you would never want to do this in the first place.
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