Dialog Steps are non-contextual bubbles that will appear at the center of the view, they don't need to have any Site element attached to them, and they have a limited set of transitions ("Next" button and Timer).
Creating a dialog
You can create a dialog in two ways (the same ways you can create callouts):
Click on the plus button in the sidebar to insert a dialog at the end of the Journey
- Hover over the Play button of an existing callout/dialog, then click on the appearing plus button, to place a new dialog after the selected one
Editing a dialog
Now that you have created a dialog, you can start editing it by directly clicking on the bubble (inline editing) or opening the step editor.
If you want to know more about inline editing or the general editing process, please check this article.