Hi shiazbj,
You're right, the checkbox code is associated with the sheet in which you created it.
Open the VBE, in the Project Explorer, locate the sheet name (e.g. Sheet1 (Sheet1)) and double-click it to open the code window.
The left most drop-down of the code window probably shows "General" at the moment. Click this drop-down and you should see the names of all the checkboxes you have created. As you select each, the default CheckBox#_Click() event is created.
you can get the name of the clicked checkbox using something along the lines of:
Private Sub CheckBox1_Click()
worksheets("Sheet1").Range("B2") = CheckBox1.Caption
End Sub
Hope this helps.