Please, tell me more about working with my own dialogs instead of the Customized Dialogs

It seems that you want to work with the WinLicense SDK, in that case you don't want for example that WinLicense displays a trial expiration message (from the "Customized Dialog" panel) and terminate your application immediately.

1) First of all, you have to go to the "Customized Dialog" panel and "Disable" (right-click on the message) those specific messages that you want to handle from your application (they won't be displayed by WinLicense)

For example, if you have inserted "30 days expiration" and you want to know from your application when the trial is expired, you have to go to the "Customized Dialog" panel and "Disable" the MSG_ID_TRIAL_DAYS_EXPIRED.

That means that even when the trial is expired, your application will start normally. The next step is to call from your application the function WLRegGetStatus/WLTrialGetStatus to know if your application is running in registered mode, in trial or trial is expired. So you do your proper actions from there.