You don't need a form to implement an event handler. All you need is a class. You can implement an event handler using either instance methods or class methods. Naturally, if you choose to use instance methods, then you need to instantiate an instance.
So, decide whether you want to use instance methods or class methods. Then create a class that defines your event handlers. If you are using instance methods, instantiate the class. Finally, assign your handlers to the events.
For example:
type
TMyClass = class
public
class procedure MyHandler1(Sender: TObject);
procedure MyHandler2(Sender: TObject);
end;
I don't know what parameters you event receives, so the above is just for example's sake. And obviously you'll need to implement the methods.
You can use the class procedure immediately:
actX3Party.On3PartyEvent := TMyClass.MyHandler1;
For the instance method, make an instance:
myInstance := TMyClass.Create;
actX3Party.On3PartyEvent := myInstance.MyHandler2;
If the code which is assigning the event handlers to the ActiveX control exists in a class, then you don't need another class. You can implement your handlers right there in that class.
So, one more time, event handlers do not need to be implemented in a form. They are simply methods of a class.