Are you drawing this button on the worksheet? Or do you want to attach a macro to a toolbar button?
For the former, the original response will work. Draw the button. You can right click the control to change properties such as the caption, name, etc. When you double click the button the VB Editor will appear and you can write your code. Once written you can use
Tools-->Macro-->Macros to edit or even assign a shortcut key sequence (options button)
For the latter, go to
Tools-->Macro-->Visual Basic Editor. In the left pane either double click the sheet name (local to the sheet) or thisworkbook (local to the workbook). Again the Visual Basic Editor will appear and you can write your code. Attaching the code to a button is more problematic. I suggest you use the help and search for "Add a button" for a detailed description.
Hope this helps.