См RTFM:
Dialog Object
Represents a built-in Microsoft Excel dialog box. The Dialog object is a member of the Dialogs collection. The Dialogs collection contains all the built-in dialog boxes in Microsoft Excel. You cannot create a new built-in dialog box or add one to the collection. The only useful thing you can do with a Dialog object is use it with the Show method to display the corresponding dialog box.

Using the Dialog Object

Use Dialogs(index), where index is a built-in constant identifying the dialog box, to return a single Dialog object. The following example runs the built-in Open dialog box (File menu). The Show method returns True if Microsoft Excel successfully opens a file; it returns False if the user cancels the dialog box.

dlgAnswer = Application.Dialogs(xlDialogOpen).Show