Good question Flip66,
It sounds like you are speaking about components inside a program.
An application page is a gui (graphical user interface) or what you see. There can be several different application pages within a program.
A Screen is similar to an application page but it is non-functional as it can be used to display a logo or a splash.
And a dialog box is something that a programmer uses to interact with the user. For example a box pops up and asks are you sure you want to continue.