As mentioned in Inserting a Composite Control, one of the initial components of the project is a default HTML page that hosts your new composite control. After you have completed modifying the composite control, choose the Build or Rebuild All option from the Build menu. Once the project successfully builds, load the HTML page, located in the root directory of your composite control project, into Internet Explorer and test the functionality of your control.
In addition to the Internet Explorer, you can test your composite control using the Test Container tool, or any other application that can host an ActiveX control.