Oops, I'm sorry. Change declaration:
'Wrong!!!
Dim WithEvents ctlNewControl as VBControlExtender

to:

!OK
Dim WithEvents ctlNewControl as CommandButton

You will have the same events like with normal commant button.

Code with VBControlExtender you can use with non-intrinsict controls (i.e. ActiveX controls).

I'm not sure you can organize dynamically added controls in control arrays. I think best way is to handle every command button separate.