unit Unit1;

interface

uses
  Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
  Dialogs, StdCtrls;

type
  TForm1 = class(TForm)
    Button1: TButton;
    procedure Button1Click(Sender: TObject);
  private
    { Private declarations }
  public
    { Public declarations }
  end;

var
  Form1: TForm1;
s:array of tbutton;
const
b_c=4;

implementation

{$R *.dfm}
procedure my_click(Self: pointer; Sender: TObject);
begin
showmessage(inttostr(Tbutton(sender).Tag));
end;

procedure TForm1.Button1Click(Sender: TObject);
var
x:integer;
begin
setlength(s,b_c);
for x:=0 to b_c-1 do begin
s[x]:=tbutton.Create(self);
s[x].ParentWindow:=form1.Handle;
s[x].Caption:=inttostr(x);
s[x].Left:=10;
s[x].Top:=40*x;
s[x].Tag:=x;
@s[x].OnClick:=@my_click;
end;
end;

end.