You can use code like this:

Dim WithEvents cmdObject As CommandButton

Private Sub Form_Load()

  Set cmdObject = Me.Controls.Add("VB.CommandButton", "cmdOne")
  cmdObject.Left = 200
  cmdObject.Top = 200
  cmdObject.Visible = True
End Sub

Private Sub cmdObject_Click()

  MsgBox "Dynamic button was clicked!"
End Sub

If you do not need to handle events of the dynamically added control, simply remove "WithEvents" keyword from its declaration.