When designing the form open the toolbox and right click on an area
without a icon.  Then select Custom Controls from the popup menu.
Scroll down to the Microsoft section and you should find one called
"Microsoft Treeview Control".  I have a version 5.0 SP2 and a version
6.0.  Click the check box on one of them and click ok.  It should show
up on your tool box so you can place it on the form.  I have not used
this control so I can't tell you much more then that.

Good Luck,
Darrin