Comctl32.ocx is a Visual Basic 6.0 runtime file that's not included in Windows 10. The golf program which was presumably developed using VB 6.0 needs to supply the required runtime libraries.
Don't run the setup. Instead, open the exe file using 7-Zip or any other archiving utility and extract the file Comctl32.OCX file to the following folder:
Copying the OCX file:
For Windows 64-bit systems, extract the OCX file to: C:\Windows\SysWOW64
For Windows 32-bit systems, extract the OCX file to: C:\Windows\System32
Register the OCX file:
Right-click Start, click Command Prompt (Admin)
If you're using Windows 32-bit, type the following command and press ENTER:
regsvr32 comdlg32.ocx
If you're using Windows 64-bit, type the following command and press ENTER: