The Opus ActiveX plugin doesn't view anything by itself. It hooks other components/programs into Opus so that they can act as viewers. It's like the way Internet Explorer uses Word (or the standalone Word Viewer) to display documents, or uses the Flash Control to display Flash files, without natively understanding either format.
You probably just need to install the Microsoft Office Compatibility Pack for Word, Excel, and PowerPoint 2007 File Formats which you can download from Microsoft. That should make Word 2002, and in turn Opus, able to load DOCX files.
If it doesn't work there are some other components which can view DOCX files but try that first to keep things simple.
See FAQ: Why doesn't the auto-updater detect the latest version?