Qt 6.11 is out! See what's new in the release
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I cannot add plain "dialog"
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Am I following wrong procedure ?
I have no "dialog" option to "click".....Click File|New to invoke the New File dialog, **then click "Dialog",** then click OK. -

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That looks like Qt Creator (not sure which version). I assume you want to add a Qt dialog to your Qt C++ program.
Am I following wrong procedure ?
Yes
This is what adding a dialog looks like in Qt Creator 5.0.1 or 6.02

and then

So where did you get your instructions?