Direct from System.Windows.Forms...
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⎕IO ⎕ML←0 3
⎕using←#.WPF.Using ⍝ Could be simpler, if I could be bothered...
'Yes'≡⍕MessageBox.Show 'Does this make sense?' 'Only Asking' MessageBoxButton.YesNo
Note once again how nerdworld can't be satisfied with giving us a straightforward boolean or character result - we have to force a "32 bits pointer" into something useable.
Notice also how the argument order is different from APL/W's old ⎕WC defaults.
More complex examples (more buttons) to follow...