Please post the code you have tried. Without that, it is hard to know what the problem is. And "but failed" is not useful? How did it fail? Does the button not appear? Does the button not work? ????
This works
CreateNotebook[DockedCells -> Cell[ToBoxes[ExpressionCell[
Button["Click Me",
NotebookOpen@
FileNameJoin[{$InstallationDirectory, "Documentation", "English", "System", "ExampleData", "document.nb"}]]]]]]