Just to add to tjtjjtjt's answer:
You can do View|toolbars and show the Forms toolbar and the Control toolbox
toolbar. Each of these has a button that you can drop on a worksheet--but they
behave differently.
If you use the controltoolbox commandbutton, you can double click on that button
and put your code inside that procedure that appears.
If you use the button from the Forms toolbar, you can put your code in a general
module and assign that macro to the button (either right after you place the
button--or by rightclicking and choosign Assign macro).