What is Dialog box

A dialog box is a special type of window that asks you a question, allows you to select options to perform a task, or provides you with information. You'll often see dialog boxes when a program or Windows needs a response from you before it can continue.

A dialog box appears if you exit a program without saving your work

Unlike regular windows, most dialog boxes can't be maximized, minimized, or resized. They can, however, be moved.