You can't with AppGameKit Tier 1, you would have to write your own routines.
I would think it's very possible in Tier 2, but I don't know for sure. Be aware that if you just use Windows dialogs, your program will only run on Windows operating systems. If you are only going to program for Windows, maybe DarkBASIC Professional would work better - there are plugins for DBPro to open Windows dialogs.