Tools -> customize -> toolbars -> the commands tab, then scroll down to the user defined item and highlight it, then up to the box on the right you will see two items, 1) user defined button, and 2) user defined flyout.
If you want a button, click on the user defined button and drag it to your acad main window. Hey presto you created a button.
now click on the button itself to access its properties, or click on the button properties tab...
you can create your on button image here or assign a macro to the button, you can assign lisp files, autovad vba macros, whatever your looking for..you can use the "load" command to load your macro when you want to execute it.
I save my button images and macros where the acad.exe file is, it seems to run no problem there when i start up autocad.
you can then save the profile so everytime you run autocad, your buttons always come up...you can create flyouts in the same way and also multiple buttons with your assigned macros on one toolbar.
Hope this gets you started.