If the led.ocx does not work in VB6, then it not going to work in Access.
I would from the windows command line (run as administrator) try registering the .ocx file
regsvr.exe c:\myactiveX\led.ocx
So, the ActiveX control has to be manually registered on the computer before VB6 or Ms-Access can use such controls.
Also, be aware that Office/Access now defaults to x64 bit version, and it is doubtfull that a x64 bit version of that led.ocx control exists. While VB6 is a x32 bit program ONLY, MS-Access now has both x32 and x64 bit versions available. So, if after registering the .ocx control, and VB6 works, but MS-Access does not? This then suggests that you are running x64 bit version of Access, and thus you have to un-install office/Access and re-install office x32 bits, or find a x64 bit version of the led.ocx control if possible.
So there are no x64 bit computing versions of VB6 (or previous VB versions), but office and Access HAS made the jump to x64 bit computing. And you can't mix and match different versions of code, and for the led.ocx to work with x64 bit versions of office, you need a x64 bit version of that ocx file, or as noted, adopt x32 bit office/Access.
Regardless of the above x32 vs x64 issue? You in both cases still have to register the led.ocx on your computer using regsvr.exe from the windows command line. (or use the provided installer that installed led.ocx on your computer).