How can I create a dynamic button click event on a dynamic button?

Button button = new Button();
button.Click += (s,e) => { your code; };
//button.Click += new EventHandler(button_Click);
container.Controls.Add(button);

//protected void button_Click (object sender, EventArgs e) { }

The easier one for newbies:

Button button = new Button();
button.Click += new EventHandler(button_Click);

protected void button_Click (object sender, EventArgs e)
{
    Button button = sender as Button;
    // identify which button was clicked and perform necessary actions
}