Think about cocos2d as a layer of functionality. You can often write your game talking right to that layer, but often you'll want to build up some layers in between it and your game/app itself. This is a perfect case.
For example, you could create a new class called MyButton that inherits from CCSprite. Each button could have a delegate to a selector you want to call when they are touched.
Then you can have a ButtonManager class (suggest maybe a singleton) that has a list (NSArray etc.) of the buttons that are on the screen. When touch events come in you can enumerate over all the buttons and handle the touch behavior for them in bulk and dispatch to the correct selector when the final up from the touch over the button occurs.