You didn't mention what flavour of ASP.NET, so I'll make the assumption of VB - C# is largely the same with the exception of how the event handler is attached.
The normal pattern you would expect to see is something along these lines:
User Control "MyUserControl" CodeBehind
Public Event MyEvent(ByVal Sender As Object, ByVal e As EventArgs)
Private Sub SomeMethodThatRaisesMyEvent()
RaiseEvent MyEvent(Me, New EventArgs)
End Sub
Page Designer Code
Private WithEvents MyUserControl1 As System.Web.UI.UserControls.MyUserControl
Page or other Control that wraps MyUserControl instance CodeBehind
Private Sub MyUserControlEventHandler(ByVal Sender As Object, ByVal e As EventArgs) _
Handles MyUserControl.MyEvent
Response.Write("My event handled")
End Sub
In some instances, you see something called Event Bubbling which doesn't follow this kind of pattern exactly. But in the basic sense of handling events from a user control to a wrapper control or the page it sits in, that's how you would expect it to work.