Get checkbox "checking action" on VBA generated new sheet

I have a small code generating a new sheet with checkboxes linked to cells (thanks Stack overflow for that). The number of checkboxes depends on a list on another sheet, list that can have different sizes, of course

Now, my problem is that I'd like to execute some code when the checkboxes are checked or unchecked...

The most simple example would be the checkbox on the top of the "checkboxes column" which is the "select all" check box... How can I bring this checkbox to run some code? I need to use the famous ".onaction", but as I said, the sheet has just been created by VBA, therefore, there isn't any code linked to this new sheet...

I read several arcticles, but without geting anything usefull out of that...

Thanks by advance !