The difference between modal and non-modal dialogs is not limited to MFC.
When a modal dialogue is open, you cannot interact with anything other than this modal dialogue inside your program if the modal dialogue is open. Most dialogs are modal, for example, the File-Save As dialogs are modal.
On the other hand, a modeless dialogue behaves like a normal window, you can do whatever you want while it is open. The Microsoft Word Proofing dialog box is an example of such a dialog.
The link mentioned in your question has nothing to do with modal and non-modal dialogs.
Modal dialogs are trivial in MFC.
Modeless dialogs are a bit more complicated, but you can find many tutorials by searching the google "mfc modess dialog tutorial".
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