Well, Peter showed you how to do it in KDE, so now I'll show you how to make GTK dialogs using a little program called Zenity.
It runs in a similar manner to kdialog:
zenity --info --text="FOSSwire is Awesome."
As you can see, it is fairly similar to KDialog in execution. The only main differences are the syntax of the command and the GTK backend. Zenity supports all sorts of GTK widgets, just as KDialog supports all sorts of Qt widgets.
Chances are, if you can make a dialog in KDialog, you can do the same with Zenity, and vice-versa. For a full list of options available for scripting, simply run:
zenity --help-all
Now you can make native-looking dialogs in any desktop environment!