Public Sub MButton_Click(ByVal Sender As Object, ByVal Arg As Object)
    Debug.Print "MButton_Click"
    Arg.Handled = True
End Sub

Private Sub Form_Load()
    wndReportControl.EnableMarkup = True
    wndReportControl.MarkupContext.SetMethod Me, "MButton_Click"
...
End Sub

Private Sub AddRecord(...)
    Dim Record As ReportRecord
    Set Record = wndReportControl.Records.Add()

    Dim Item As ReportRecordItem
    Set Item = Record.AddItem("")
    Item.Caption = "<Button Cursor='Hand' Click='MButton_Click'> <TextBlock HorizontalAlignment='Center'> markup button </TextBlock> </Button>"
...
End Sub