ODialog.awx is a Custom Application Wizard for use with Visual Studio 6.

If you have Visual Studio 6 and want to use this Custom Application Wizard
then copy the ODialog.awx file into the "Common\MSDev98\Bin\IDE\" subfolder
of your Visual Studio installation.

Example:
C:\Program Files\Microsoft Visual Studio\Common\MSDev98\Bin\IDE\

NOTE:  The above example path assumes Visual Studio was installed in it's
default location and that Windows was also installed on drive C.
Your computer may be setup differently.

