The JavaDoc example for Dialog seems outdated (in Beta 2):
Apparently, we use now setHeadingText() and setSize() takes strings instead. And setButtons() became setPredefinedButtons(). Oh, and addText doesn't seem to exist. Apparently one have to add widgets to this container. The Explorer Demo shows good code, fortunately (I used it before checking the JavaDoc...).
Dialog d = new Dialog();
d.addText("Do you wish to save before exiting?");
Just a heads up... I suppose you will revise the whole JavaDoc before going GA, anyway.