To create a new dialog box select the "Objects" menu and then "New dialog".
This will create an empty dialog box. A new window appears at the right side, the properties window.
The contents of this window can change, according to what object is selected. When you create a dialog box, it is automatically selected, and the properties window displays the associated information.
Each object will be referenced in your program by a numeric identifier, in this case 21600. The dialog editor chooses a number according to which dialog identifiers are already used. You can change this number but is better to leave the defaults since you could create problems with other identifiers.
To avoid using a bare number, each identifier will be provided a corresponding #define instruction to give it a symbolic name or "Symbol" for short. In this case the editor will write in the header file a line like this:
#define DLG_21600 21600
You can (and should) change the default symbol name to something like INPUT_DIALOG or DID_INPUT. The names are case sensitive, and following an established C tradition the names are in upper case since they are macros. This is not mandatory but it is useful for avoiding conflicts with other identifiers in your program.
Note that the properties window is a modal window. You can't do anything else when it is open. To return to the editor you should close that window.