Create simple Application which show the use of Alert Dialog, using Java in Android Studio.

 Java Code:-

public class MainActivity extends AppCompatActivity {

    Button btn;

    @Override
    protected void onCreate(Bundle savedInstanceState) {
        super.onCreate(savedInstanceState);
        setContentView(R.layout.activity_main);
        btn = findViewById(R.id.button1);
        btn.setOnClickListener(new View.OnClickListener() {
            @Override
            public void onClick(View v) {
                AlertDialog.Builder builder=new AlertDialog.Builder(MainActivity.this);
                builder.setTitle("Alert Dialog");
                builder.setMessage("Do you want to close this app?");
                builder.setPositiveButton("YES", new DialogInterface.OnClickListener() {
                    @Override
                    public void onClick(DialogInterface dialog, int which) {
                        finish();
                    }
                });
                builder.setNegativeButton("NO", new DialogInterface.OnClickListener() {
                    @Override
                    public void onClick(DialogInterface dialog, int which) {
                        dialog.cancel();
                    }
                });
                builder.show();
            }
        });
    }
}

XML Code:-

<?xml version="1.0" encoding="utf-8"?>
<androidx.constraintlayout.widget.ConstraintLayout xmlns:android="http://schemas.android.com/apk/res/android"
    xmlns:app="http://schemas.android.com/apk/res-auto"
    xmlns:tools="http://schemas.android.com/tools"
    android:layout_width="match_parent"
    android:layout_height="match_parent"
    tools:context=".MainActivity">

    <Button
        android:id="@+id/button1"
        android:layout_width="wrap_content"
        android:layout_height="wrap_content"
        android:text="Alert"
        app:layout_constraintBottom_toBottomOf="parent"
        app:layout_constraintEnd_toEndOf="parent"
        app:layout_constraintStart_toStartOf="parent"
        app:layout_constraintTop_toTopOf="parent" />

</androidx.constraintlayout.widget.ConstraintLayout>