You may be over thinking this. Just place a control on the form and then double-click it.
For that matter, you can double-click the form itself to make an event handler for the form's Load event.
Or if you're really stuck, start a new Windows Forms project. Initially it will appear with a form visible. Double-click the form to give it a Load event handler. Or double click the Button tool in the toolbox and then double click on the new button (which is on the form) to give it a Click event handler.
If you still have trouble, let me know and I'll post a video somewhere. (I don't think I can post one on the book's Wrox web page without a lot of trouble.)