Příklad za tisíc slov :)

private void Form1_Load(object sender, EventArgs e)
        {
            Button[] btn = new Button[10];

            for (int i = 0; i < 10; i++)
            {
                btn[i] = new Button();

                btn[i].Text = i.ToString();
                btn[i].Left = 10;
                btn[i].Top = i * 25;
                btn[i].Click += new EventHandler(ClickHandler);
                btn[i].MouseMove += new MouseEventHandler(MouseMoveHandler);

                Controls.Add(btn[i]);
            }
        }

        public void ClickHandler(Object sender, EventArgs e)
        {
            MessageBox.Show(((Button)sender).Text);
        }

        public void MouseMoveHandler(Object sender, MouseEventArgs e)
        {
            this.Text = e.Y.ToString();
        }