MessageDlg() enables you to display system dialog based on various dialog type as well as system buttons,

Function prototype

function MessageDlg(const Msg: string; DlgType: TMsgDlgType; Buttons: TMsgDlgButtons; HelpCtx: Longint): Integer;
function MessageDlg(const Msg: string; DlgType: TMsgDlgType; Buttons: TMsgDlgButtons; HelpCtx: Longint; DefaultButton: TMsgDlgBtn): Integer; overload;

Dialog Type

Value	Meaning
`mtWarning`	Warns the user about a potential issue.
`mtError`	Informs the user of an error that occurred.
`mtInformation`	Provides information to the user.
`mtConfirmation`	Ask the user for confirmation.
`mtCustom`	None of the above.

Button Type

TMsgDlgBtn Value	Corresponding return value
`mbOK`	`mrOk`
`mbCancel`	`mrCancel`
`mbYes`	`mrYes`
`mbNo`	`mrNo`
`mbAbort`	`mrAbort`
`mbRetry`	`mrRetry`
`mbIgnore`	`mrIgnore`
`mbAll`	`mrAll`
`mbNoToAll`	`mrNoToAll`
`mbYesToAll`	`mrYesToAll`
`mbClose`	`mrClose`

Code Example 1 - Confirmation

procedure TForm1.Button1Click(Sender: TObject);
begin
  if Dialogs.MessageDlg('Welcome to my Delphi application.  Exit now?',
    mtConfirmation, [mbYes, mbNo], 0, mbYes) = mrYes then
  begin
    Dialogs.MessageDlg('Exiting the Delphi application.', mtInformation,
      [mbOk], 0, mbOk);
    Close;
  end;
end;

Code Example 2 - Warning

procedure TForm1.Button1Click(Sender: TObject);
begin
  if Dialogs.MessageDlg('Welcome to my Delphi application.  Exit now?',
    mtWarning, [mbYes, mbNo], 0, mbYes) = mrYes then
  begin
    Dialogs.MessageDlg('Exiting the Delphi application.', mtInformation,
      [mbOk], 0, mbOk);
    Close;
  end;
end;