add buttons dynamically to my form

Add a button:

Button myButton = new Button();

//...

myButton.Parent = someParent; // where someParent is some container control like Panel or Form

Same as

someParent.Controls.Add(myButton);

Now, I don't think your question was how to add event. You can only do it in your own class. You probably need to know how to add an event handler to the invocation list of the existing event instance. This is how:

myButton.Click += (sender, eventArgs) => { // arguments type are inferred from event type
    DoSomethingOnClick();
};

In case you are using C# v.2, lambda form is not available, but still, use the anonymous method using older syntax, without type inference:

myButton.Click += delegate(object sender, System.EventArgs eventArgs) { // arguments types are required
    DoSomethingOnClick();
};

[EDIT]

In VB.NET, adding a button is the same, but adding a handler has very different syntax:

AddHandler myBitton.Click, AddressOf SomeClickHandlerMethod

Anonymous form:

AddHandler myBitton.Click, Sub()
    DoSomethingOnClick()
EndSub

Sorry for the confusion about C# vs VB.NET code (resolved thanks to CPallini), but I must note that you need to understand at least some C# if you want to get help or use the work of others in .NET. More of better quality help comes in C#, which is also a standardized language, in contrast to VB.NET.

—SA