=> In C #, what is the usage?

Today, when I was studying, I saw this kind of usage on the Internet. I have never seen it before. It's quite fresh (I am so ignorant ).

It seems that the anonymous method is.

Shape:

This . Button1.click + =   Delegate ( Object Sender, eventargs E)
{
MessageBox. Show ( " Click button1 " );
};

// Register a click event for button2
This . Button2.click + = (Sender, E) =>
{
MessageBox. Show ( " Click button2 " );
};

How can I register a click event for button2? I tried it in vs.net 2005, but it does not seem to work. It can only be used in vs.net 2008. Is it a new feature of. Net 3.5? Waiting for the answer...