First Download IE Web Control from this location.

http://www.asp.net/downloads/archived/ie-web-controls/IEWebControls.exe
 
To build the IE Web Controls:

1.  Make sure you have installed the .NET Framework SDK v1.0 or v1.1
2.  Run Build.bat, which will create a build folder in this directory. 
    The build folder contains Microsoft.Web.UI.WebControls.dll and a
    Runtime directory of supporting files.

To run the IE Web Controls:

1.  Copy the contents of the Runtime directory to the webctrl_client\1_0
    directory under your top-level site directory.  For example, if your
    site root is c:\Inetpub\wwwroot, type this at the command prompt:

    IE Installable Path>xcopy /s /i .\build\Runtime c:\Inetpub\wwwroot\webctrl_client\1_0 /y

    This will create the following directory structure under the site:

      /webctrl_client/1_0
        MultiPage.htc
        TabStrip.htc
        toolbar.htc
        treeview.htc
        webservice.htc
        webserviced.htc
        [images]
        [treeimages]

2.  Create a new web application in IIS and copy the contents of the
    samples directory to this application directory.  For example:

    xcopy /s /i .\samples c:\Inetpub\wwwroot\sampleapp /y

3.  Create a /bin subdirectory for the application and copy the file
    Microsoft.Web.UI.WebControls.dll to this directory.

    The contents of the application will be as follows:

      /sampleapp
        multipage.aspx
        state_city.xml
        tabstrip.aspx
        toolbar.aspx
        treeview.aspx
        treeview_bound.aspx
        /bin
          Microsoft.Web.UI.WebControls.dll

4.  Request the sample pages from your Internet Explorer web browser, for
    example: http://localhost/sampleapp/multipage.aspx
   
For additional documentation and samples visit:
http://msdn.microsoft.com/library/default.asp?url=/workshop/webcontrols/webcontrols_entry.asp