Below mentioned link gives the clear explanation with example.
http://www.aspsnippets.com/Articles/Open-Show-jQuery-UI-Dialog-Modal-Popup-on-Button-Click.aspx
Code from the same link
<script type="text/javascript" src="http://ajax.googleapis.com/ajax/libs/jquery/1.7.2/jquery.min.js"></script>
<script src="http://ajax.aspnetcdn.com/ajax/jquery.ui/1.8.9/jquery-ui.js" type="text/javascript"></script>
<link href="http://ajax.aspnetcdn.com/ajax/jquery.ui/1.8.9/themes/blitzer/jquery-ui.css"
rel="stylesheet" type="text/css" />
<script type="text/javascript">
$(function () {
$("#dialog").dialog({
modal: true,
autoOpen: false,
title: "jQuery Dialog",
width: 300,
height: 150
});
$("#btnShow").click(function () {
$('#dialog').dialog('open');
});
});
</script>
<input type="button" id="btnShow" value="Show Popup" />
<div id="dialog" style="display: none" align = "center">
This is a jQuery Dialog.
</div>