Depends: if you are talking about adding an event to your class that users of your class can handle, then it's pretty easy - just add the code:
public event EventHandler Name;
protected virtual void OnName(EventArgs e)
EventHandler eh = Name;
if (eh != null)
If you are talking about adding a handler to an existing event, then just highlight the object in the designer and:
Look at the Properties pane.
Press the Events button - it looks like a lightening bolt.
Find the event you want to handle.
Double click it.
That will add the handler, and a bare-bones handler routine for you to fill in.
If you are often going to create events it might be worth your looking at this: A simple code snippet to add an event
It makes it a lot easier to generate the above code!