How can I set or change the coordinate system by COM?

Use the following sample code for Python:

srsWGS = r'GEOGCS['GCS_WGS_1984',DATUM['D_WGS_1984',SPHEROID['WGS_1984',6378137,298.257223563]],PRIMEM['Greenwich',0],UNIT['Degree',0.017453292519943295]]'
Visum.Net.SetProjection(srsWGS)

Example for use with VBA:
http://vision-traffic.ptvgroup.com/faq-files/PTV_COM_ChangeCoordinateSystem.zip