I uploaded a .NET 4 C# solution to appharbor, however when appharbor tries to build it, one of the c# class libraries generates this error:
Project
It looked where the tool is supposed to be installed, c:\Program Files\Microsoft SDKs\Windows\v7.0A\bin\NETFX 4.0 Tools\AxImp.exe is the normal location. You can verify this on your own machine. I don't know exactly what AppHarbor does but the odds are good that they intentionally removed that tool.
There's is very little hope of running AxImp.exe on a remote build server, the ActiveX component isn't going to be installed on that machine. You'll need to run AxImp.exe on your own workstation, it only has to be done once. Add the two assemblies it generates to your project, interop.foo.dll and axinterop.foo.dll. Set their Copy Local property to true.
If you actually intend to run your app on that remote machine then stop right now, the ActiveX control isn't going to be installed on that machine. Getting it installed ought to take a miracle or two.