Dialog notebooks created by CreateDialog are by default opened in the middle of the main display screen. Explicit settings for WindowMargins override this.
CreateDialog[expr] by default puts expr into a single output cell.
If expr is a complete notebook expression, CreateDialog[expr] creates an open notebook corresponding to this expression.
If expr is a cell or list of cells, CreateDialog[expr] creates a notebook consisting of this cell or cells.
If no explicit setting is given for WindowTitle, no name will be displayed for a dialog.
The additional option Modal specifies whether the dialog created by CreateDialog should be modal.
With the default setting Modal->False, other windows can be used even when the dialog is open. With Modal->True, no other Mathematica windows can be used until the dialog has been closed. If there is no mechanism for closing the dialog, Mathematica will effectively freeze.
If DialogReturn is executed, for example as a result of clicking a button, within the window created by CreateDialog, then the window will be closed.