Not sure what else to call 'active'.  Is it possible to have the scrollbar, once clicked on to remain 'active'?  Another words once I click on the scrollbar I would like to be able to move the scrollbar with the keyboard(left/right arrow keys) or the mouse.  Is this possible?  If so what do I have to do to accomplish it?
Technically it should be possible, by giving the scrollbar the keyboard focus and then adding some custom bindings. That's a fairly unusual thing to do. Since the scrollbars are drawn with native widgets on Windows and the Mac, it might be impossible on those platforms. 
What you probably want to do instead is set some bindings on the application as a whole, or on some sort of widget that typically gets focus such as a canvas or text widget. Your bindings can call the xview and yview commands and give it arguments to tell it how to scroll, which is exactly what the scrollbar does.
Python tkinter scrollbar active state