The closest equivalent to the UserForm_Initialize is OnLoad. This method is called just before the form is displayed the first time and is where you want to do any runtime initialization of your UI, such as loading data. You could also use the less common OnShown method if you wanted.
The equivalent to UserForm_Activate is OnActivated. It is called when the form is given input focus. However it depends upon what you're doing inside that handler as to whether this is the best method to use or not.
The following doc provides the order in which events/methods are called in Winforms to help you determine where you should put your code. In some cases you may have several options.