Because 3dgs was created as FPP shooter engine at first so making dialog is not his strong side.
You may try some dialog generators on 3dgs download web page.
web page or try to use dll or something to write and read from ini file, or create strings with answers and questions. Dialog box... it's just a panel with buttons and some of them are invisible, so when you click the string (question/answer) you click the button whith assigned function to that string.