So now you know a dialog is a window. What makes the dialog different from the CView windows you've seen already? For one thing, a dialog window is almost always tied to a Windows resource that identifies the dialog's elements and specifies their layout. Because you can use the dialog editor (one of the resource editors) to create and edit a dialog resource, you can quickly and efficiently produce dialogs in a visual manner.
A dialog contains a number of elements called controls. Dialog controls include edit controls (aka text boxes), buttons, list boxes, combo boxes, static text (aka labels), tree views, progress indicators, sliders, and so forth. Windows manages these controls using special grouping and tabbing logic, and that relieves you of a major programming burden. The dialog controls can be referenced either by a CWnd pointer (because they are really windows) or by an index number (with an associated #define constant) assigned in the resource. A control sends a message to its parent dialog in response to a user action such as typing text or clicking a button.
The Microsoft Foundation Class (MFC) Library and ClassWizard work together to enhance the dialog logic that Windows provides. ClassWizard generates a class derived from CDialog and then lets you associate dialog class data members with dialog controls. You can specify editing parameters such as maximum text length and numeric high and low limits. ClassWizard generates statements that call the MFC data exchange and data validation functions to move information back and forth between the screen and the data members.