Cheat Engine

[AltairPL]

1a. If no form is created, create one: main CE window menu Table->Create form.
1b. If form is created: Table->[form name]->Edit.
2. Create button: select button from Form Designer window menu and draw it on form.
3. Assign onClick function: select button, in Object Inspector window select Events tab and double-click of field assigned to OnClick.
4. Write in lua whatever you want this button to do - see main.lua file in main CE directory for CE specific classes/functions/properties/etc. and you can find plenty guides and tutorials about lua itself on the Internet.

and use link ++METHOS has posted as an example, even if it's not what you're after it can give you idea how to start