Microsoft Edge is only available within the Windows 10 Insider Preview, so just go and download that and you'll have it.
Yes places like Buzzen etc. will continue to work as they just use Flash, jQuery etc. which are all standard technologies now.
I have tried an old OCX website using Microsoft Edge on the Windows 10 Insider Preview and it doesn't work. There really aren't that many clone websites still using the OCX so I wouldn't worry too much about it. Well, Sparkpea still uses it but who goes there anyway? Most of the other chat websites now use their own technologies just themed to look like the old OCX (BrasilChat, Buzzen, Oasiz).