Assign on-click VBA function to a dynamically created button on Excel Userform

To add a control event dynamically in an Excel form; you need to first add the event(s) in a class module. For my example, I am going to add a class module named clsTEST with one event, btn_click()

    '#### CLASS NAMED clsTEST
    Public WithEvents btn As MSForms.CommandButton
    Public frm As UserForm

    Dim iCount As Long

    Private Sub btn_Click()

    iCount = IIf(iCount < 1, 1, iCount + 1)
    btn.Caption = "Count " & Str(iCount)

End Sub
'### END CLASS

As you can see, the only thing this will do is set the caption on the button to then number of times you clicked it.
Next, in the form code enter the following:

    Dim mColButtons As New Collection    '## SET A NEW COLLECTION

    Private Sub UserForm_Activate()
    '
    Dim btnEvent As clsTEST
    Dim ctl As MSForms.Control
    '
    Set ctl = Me.Controls.Add("Forms.CommandButton.1")
    '
    With ctl
    .Caption = "XYZ"
    .Name = "AButton"
    END With
    '
    Set btnEvent = new clsTEST   
    Set btnEvent.btn = ctl
    set btnEvent.frm = Me
    '
    mColButtons.add btnEvent
    'End Sub

When you activate the form, it will create a button. every time you click on the button the caption will change.