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 | 
|---|---|
| 
 | Warns the user about a potential issue. | 
| 
 | Informs the user of an error that occurred. | 
| 
 | Provides information to the user. | 
| 
 | Ask the user for confirmation. | 
| 
 | None of the above. | 
Button Type
| TMsgDlgBtn Value | Corresponding return value | 
|---|---|
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Code Example 1 - Confirmation
uses Dialogs;
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
uses Dialogs;
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;