How to add a button programmatically in VBA next to some sheet cell data?

I think this is enough to get you on a nice path:

Sub a()
  Dim btn As Button
  Application.ScreenUpdating = False
  ActiveSheet.Buttons.Delete
  Dim t As Range
  For i = 2 To 6 Step 2
    Set t = ActiveSheet.Range(Cells(i, 3), Cells(i, 3))
    Set btn = ActiveSheet.Buttons.Add(t.Left, t.Top, t.Width, t.Height)
    With btn
      .OnAction = "btnS"
      .Caption = "Btn " & i
      .Name = "Btn" & i
    End With
  Next i
  Application.ScreenUpdating = True
End Sub

Sub btnS()
 MsgBox Application.Caller
End Sub

It creates the buttons and binds them to butnS(). In the btnS() sub, you should show your dialog, etc.