Hi

I'm working on a tool that basically generates a hex grid and the user can click on the hexes to cycle through certain states (Enemy, ally etc).
I'm also new to Windows programming. I know how to create a regular button, but what would be the best way to deal with what I need now?
My options are (I think):
1. Make the hex's pseudo-buttons as in store the states of the hex objects and just draw text on each hex as you click.
2. Make actual hexagon shaped buttons
3. Create image files to cycle through.

What is the correct and best way to go about doing this?

It's not clear what you need help with exactly(drawing the hexes, representing the data, handling input, ...?). Those options you listed aren't mutually exclusive.

I'd say this is a job for tile mapping.