Do you put your methods, button actions etc in separate classes to be called?

I'm working on a program in c# and I know there are different etiquette such as pascal case and such, and notes so others can follow your work, but I'm curious if I should be putting my methods and my button actions and all that stuff in separate classes? I create a "Message Box" class for all of my windows.messageboxes as its easiest to call them from an object (ie prompt.saysomething() ) but should I be trying to do this with other categories of stuff? I wanted to do it for my tray icon notifications but couldn't figure it out. What do you do in your programs?