I want to use the same button in my own dialog:

As I can see, it is used by Windows Explorer and some other system dialogs.
Is it a standard control? How can I insert it into my application?
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This is provided by visual styles (UXTHEME.DLL).
However you must do it yourself. Owner-draw or subclassed button which will paint it using OpenThemeData (class is “NAVIGATION”), part NAV_BACKBUTTON.
Note that as always with UXTHEME.DLL you should also have a fallback if UXTHEME.DLL is not available (before XP), is disabled or if the class “NAVIGATION” is not defined (it is only added in Aero, XP’s Luna does not have it).