• Attach to CAD's main frame.
• Create a wrapper for CAdUiPaletteSet/CAdUiPalette
• Create a modal dialog
• Load a .XRC resource

• Build wxWidgets as a static library with a compiler that's compatible with your ARX project
• Buld the project against your ObjectARX SDK

I use DialogBlocks to generate XRC files. DialogBlocks will also genreate C++ events