How we use simple Alert Dialog Box in android studio

Add above the OnCreate method:

private ProgressDialog progressDialog;

Add in the OnCreate method:

ProgressDialog progressDialog = new ProgressDialog(this);

than add this code after this method:
new AlertDialog.Builder(MainActivity.this)
        .setIcon(R.drawable.ic_baseline_warning_24)
        .setTitle("Exit")
        .setMessage("Are you want to exit from this app!")
        .setPositiveButton("Yes", new DialogInterface.OnClickListener() {
            @Override
            public void onClick(DialogInterface dialogInterface, int i) {
                finish();
            }
        }).setNegativeButton("No", new DialogInterface.OnClickListener() {
    @Override
    public void onClick(DialogInterface dialogInterface, int i) {
        dialogInterface.dismiss();
    }
}).show();