Yes, go to Setup -> Activities -> Task Buttons, Links, and Actions. Create a new list button for Task here. Go to the page layout you want to add it to, go to properties of the related list, click on buttons and add the new button to the layout.
I'm not sure you can add Task Buttons to Activity History or Open Activities related lists (I'm assuming those are the related lists you were thinking of?), but I would definitely try what @mjohnson-TIC suggested first. However, what I was suggesting was create a custom VF page that would have the same functionalities of the those related lists.
Yea I want to add button to open activities related list and Is there possibility of looking at the vf page of standard buttons so i can have the same functionality for my new button
It depends on what you want the button to do. Do you want it to go to another url? Do you want it to execute javascript? Do you want it to go to a custom visualforce page?
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Creating a list button is through using a vf page ?
I tried all your steps its is not working for me