It depends on what dialog do you want to have. If some simple warning or question then use QMessageBox's static methods (like QMessageBox::warning()). If it is not enough then either create your own dialog by subclassing QDialog and connecting some buttons or whatever you will have there to accept() and reject() slots of your dialog and then just create object of your class and call QDialog::exec() on it or you can create object of QDialog, set widgets and layouts to it (connect what you want to accept() and reject()) and call exec() on it.
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