I would like to have a floating dialog box just like the Named Views.mbx
How could make my existing dialog box float while working on other window?
You'll have to create your dialog outside of MapBasic, for instance thru C# or VB.NET. Then you can call the method in your external application or assembly from MapBasic.
Look in the Samples folder in your MapBasic installation folder: Samples\DOTNET\NAMEDVIEWS
Here you'll find the source code for the Named Views application