Примерно таким образом (Описываем метод-обработчик события OnClick формы):
{ Example }
procedure TForm1.OnClick(ASender: TObject);
var
btnTemp: TButton;
begin
{ Creating }
btnTemp := TButton.Create(Self);
{ You can use 'with btnTemp do' operator below }
{ Inserting to Form }
btnTemp.Parent := Self;
{ Initialization }
btnTemp.Caption := 'I''m glad to see You';
btnTemp.SetBounds(20, 20, 80, 20);
{ You must define this event handler named
'OnBtnTempClick' }
btnTemp.OnClick := OnBtnTempClick;
{ Ready to show }
btnTemp.Visible := true;
{ Done. }
end;