Take a look here:
Tutorial - Modeless Dialogs with MFC[
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You will have to include the class, the resource... or put the old dialog in a dll to use it from your app...
Definitely you are not giving a lot of information here (this is for sure why you are not getting answers).
You will have to manage the click on the menu item and then call the dialog using domodal or creating it modelessly.
Check the differences between both modes, decide and try it. If you need further help come back with samples on what you've tried...
Hope this helps.