Start by defining where you want them to go: if you assume a horizontal row, then start at a small offset from the left of the form, and define a spacing between them. Then it's a simple matter of creating the buttons and adding them to the form, along with a handler for the Click event:
private void MyForm_Load(object sender, EventArgs e)
{
int x = 20;
int y = 20;
int horizontalSpacing = 100;
Size s = new Size(75, 23);
for (int i = 1; i <=5; i++)
{
Button b = new Button() { Location = new Point(x, y), Text = i.ToString(), Size = s};
b.Click += MyButton_Click;
Controls.Add(b);
x += horizontalSpacing;
}
}