Hi,
You are in a big trouble

First implement the outgoing events interface in some of your classes or in a new class. Say if the event interface contains two events, Click(x, y) and KeyDown(char), inherit the class from the interface and implement the two methods.
Query the hosted control for its IConnectionPointContainer interface, call the pointer 'cpc'.
Call cpc->FindConnectionPoint(IID_YourEventInterface, &cp) to get a pointer to IConnectionPoint interface, say we call it 'cp'.
Call cp->Advise, passing a pointer to the object which implements all event methods. Save your cookie.
Now the hosted control will call your methods when event occur.
When you finish using the hosted control, call cp->Unadvise(the saved cookie).
Call Release on some of the pointers above to avoid memory leaks.
I hope that helps,
Stoyan