Actually, that is not dialog, but the newt library (there are a few differences in appearance). It is used by anaconda on Red Hat systems. The whiptail program uses the library, however it has no real relationship to anaconda.
Anaconda is mostly in Python; it uses the newt shared library (written in C) from a Python binding.
For learning it... documentation is largely non-existent. You have the source code.
Further reading:
- screenshots for dialog
- newt.git
- anaconda.git
- Any examples/documentation for python-newt (discussion of newt vs documentation)
- Spicing up the Console for Fun and Profit, Part 2