I am new to Firefox development and am using the Add-on SDK. I would like to know how to get the following user interface in an extension:

Is this interface a panel? If not, what is it and how do I go about getting this interface in a Firefox addon?
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No, this isn’t a panel. Your screenshot shows a XUL-based dialog window which is why it looks like a native dialog.
The Add-on SDK uses HTML for its needs however, creating a native-looking dialog is hard there. There is a fork of the Add-on SDK with XUL support but it is outdated and very experimental.
The other option would be building a classic extension. It can simply have a XUL file for the dialog (using
<dialog>as root tag) and callwindow.openDialog()at some point to show it.