how to add events in a dynamically created control

Panel parent = new Panel();
//...

Button myButton = new Button();
myButton.Text = "My &Button";
myButton.Width = //...
myButton.Left = //...
myButton.Top = //...

parent.Controls.Add(myButton);

//now, the event; you don't need a separate method for it, use anonymous:
MyButton.Click += delegate(object sender, KeyEventArgs eventArgs) {
    Button buttonSender = (Button)sender; //can be sure
    //call whatever you want, using buttonSender and/or evenArgs or not
}

//easier way if you have C# v.3 or later, use lambda form:
MyButton.Click += (sender, eventArgs) => {
    Button buttonSender = (Button)sender; //can be sure
    //call whatever you want, using buttonSender and/or evenArgs or not
}
//if this form, you don't need argument types, they are inferred from the even type.