The file is used to provide screen capture functionality to make it easier to support users with their setups. An ocx file is essentially an ActiveX control.
ActiveX is a software framework created by Microsoft that adapts its earlier Component Object Model (COM) and Object Linking and Embedding (OLE) technologies for content downloaded from a network, particularly from the World Wide Web. Microsoft introduced ActiveX in 1996.
This file is safe and would reside in the Spooky2 directory where you install the software.
The link that you shared also had this note attached:
IMPORTANT: Malware files can be camouflaged with the same file names as legitimate files. The capturescreen.ocx file is associated with malware only if found in the locations listed above.
The directory path listed above this note was: C:\Windows\System32\capturescreen.ocx
Since the capturescreen.ocx is a legitimate file in most cases, it would make sense that malware would try to camouflage itself using the same name.
You can create an exception for your anti virus software allowing the file to be installed in the c:\spooky2 directory, so that normal operation of Spooky2 can resume. If done right, it will still allow your anti virus software to scan for the malware version that could exist in the OS directory shown above.
For more details, please check the link: