To use Widget["WizardDialog"], you first need to load GUIKit using Needs["GUIKit`"].
Widget["Wizard"] definitions are not themselves graphical user interface widgets, but must be displayed within either a Widget["WizardFrame"] or Widget["WizardDialog"]. You would typically run a wizard within a Widget["WizardFrame"] for stand-alone or modeless wizard tools, but you might choose to use a Widget["WizardDialog"] when the wizard runs in a modal session relative to another user interface frame.
EXAMPLES
Basic Examples 
