Not sure what you're asking ... ascx files are "user controls" for the web, like text boxes or buttons but whatever you'd like ... you can define one then add it to your page with a custom tag prefix.
On the other hand, if what you want is server-side form processing, that's a lot easier ... and mainly demands a Windows web host. Download Web Developer Express from Microsoft, for free, and use that to create and test your aspx logic.