Hi,
You can handle ClientSideOnError to provide customize error message. However ClientSideOnError is a client side event. Handling a client side event is very different than handling a server side event such as FileUpload. You will want to go over this topic first:
http://doc.essentialobjects.com/library/1/clientapi_howto.aspxAs to the dialog, Yes. It is a control so you will need to drag it to the form first. You would then set the dialog's InitialState to "Visible" to display the dialog. The main difference between a Web dialog and a MessageBox.Show is that there is no such thing as "blocking" on the server side. Your server side code shows the dialog, but continues to run and finish rendering the page, only after that the rendered result will be sent to the client and the client can see the dialog, modal or modeless. So even for a modal dialog, the server side code will continue to run after displaying the dialog, this is different than MessageBox.Show where if the dialog is modal, the code would block.
There are various ways to customize the content/appearance of the dialog and different ways to display it. The dialog documentation/samples should help you get more familiar with those.
Thanks!