Create alert

for example

The alert is shown when a button is clicked

we set its onclick listener

inside the onclcik we write

AlertDialog.Builder builder =new AlertDialog.Builder(MainActivity.this);

builder.setMessage("do u really want to close this app");
builder.setCancelable(false);

// setCancelble wont allow the back button to work

builder.setPositiveButton("yes", new DialogInterface.OnClickListener() {
    @Override    public void onClick(DialogInterface dialog, int which) {
        MainActivity.this.finish();
    }
});

builder.setNegativeButton("NO", new DialogInterface.OnClickListener() {
    @Override    public void onClick(DialogInterface dialog, int which) {
        dialog.cancel();
    }
});
AlertDialog a=builder.create();

// a alert dialog is finally created out of builder 

a.show();

// then alert dialog is shown