Not much I can tell you, the build events button in Properties > Compile physically isn't there.
Per your comment that you are using the express version, this is from the MSDN documentation:
Visual Basic Express does not support entry of build events. This is supported only in the full Visual Studio product.
MSDN Visual Studio 13 Documentation for Build Events
Just as an added note, you might be able to edit your project file manually and add the build events. MSBuild might still use them. I'm not sure about this point, however.