Hi Byomokesh--
What you have posted is VBScript, not JavaScript. JavaScript--at least ExtendScript, the flavor of JavaScript used by InDesign--does not know anything about ActiveXObjects.
But you can use the execute method to run a file. Something like this (this is JavaScript):
var myFile = File("/c/Program Files/Microsoft Office/Visio11/Visio.exe");
myFile.execute();
Thanks,
Ole