You just need to create new modal-type window and open it with
Not all window types can be modal (a document-type window, for instance, cannot be modal).
Once you get the right type of window set (the options are on the window's Inspector pane), you can add controls such as textfields and checkboxes, etc. and the user can fill out the fields before closing the window.
Important: you do need to make your own way for the user to close the window! That means at minimum you need to add two pushbuttons, one for cancel and one for save. Within the cancel one you'd add code such as
self.close to close the window. Within the save button you'd need to save whatever information the user put into the window (store it in a global variable, perhaps) and then close the window the same way.
If you don't do this, the window will remain open, blocking all other activity in your app, and the user won't be able to do anything else!