Welcome to the forums @cbec!
I believe those dialogs are based on the Popup node (documentation), if I am not mistaken. I would recommend looking at the Popup node and the nodes that extend it (like WindowDialog and PopupPanel) and see if they do what you are looking for.
In Godot 4.0, there will be a way to make individual windows that are separate from the main application, but for Godot 3, I think the Popup node and nodes extending it would be a good place to look. :smile: