Dialogs are nothing more than windows that contain controls.
Anyone who has used ArcView GIS is familiar with dialogs. The ArcView Buffer Wizard, the Legend Editor, and the Identify Results dialogs are but a few examples of dialogs you have probably used. All of these dialogs make ArcView GIS easier to use by grouping related controls within a single, intuitive window. Many custom Avenue applications require input from the user. All too often, simple message or input boxes are used for this purpose.