Create Control Array in VB Visual Basic

This video will demonstrae that how we can create array of controls in VB 6.
These controls can be created loaded dynamically.

[VBAbyMBA]

I created first button and copy paste it to the Userform but it did not Prompt:
"You already have a control Name XXX. Do you want to create a control array?"
so my question is how do I create Control array of Command buttons. what are the steps to follow? Am I missing something? I am new to this Topic Please help