pyqt/basic/dialogs_3.py

import sys

from PyQt5.QtWidgets import QMainWindow, QPushButton, QMessageBox, QApplication


class MainWindow(QMainWindow):

    def __init__(self):
        super().__init__()
        self.setWindowTitle('My App')

        button = QPushButton('Press me for a dialog!')
        button.setCheckable(True)
        button.clicked.connect(self.button_clicked)
        self.setCentralWidget(button)

    def button_clicked(self, is_checked):
        dlg = QMessageBox(self)
        dlg.setIcon(QMessageBox.Question)
        dlg.setWindowTitle('I have a question!')
        dlg.setText('This is a simple dialog')
        dlg.setStandardButtons(QMessageBox.No | QMessageBox.Yes)
        button = dlg.exec_()

        if button == QMessageBox.Yes:
            print("YES!")
        else:
            print("NO!")


app = QApplication(sys.argv)
window = MainWindow()
window.show()
sys.exit(app.exec_())