Are we talking about Managed C++/CLI? Then we're in the wrong forum, but anyway:
Code:
// create 2d array of buttons
cli::array<Button^, 2>^ buttons = gcnew cli::array<Button^, 2>(2, 2);

// initialize buttons
for (int x = 0; x < 2; ++x)
{
    for (int y = 0; y < 2; ++y)
    {
        buttons[x, y] = gcnew Button();

        //...
    }
}
- petter