It sounds like you are looking for Tk::Dialog or Tk::DialogBox

#!/usr/bin/perl
use Tk;
require Tk::DialogBox;

my $main = MainWindow->new();
my $menu = $main->Menu();
$main->configure(-menu => $menu);

my $save_dg = $main->DialogBox(
    -title => 'Save Confirmation',
    -buttons => ["Yes","No"],
);
$save_dg->Label(
    -text => 'Save?',
)->pack(-anchor => 'w');

$main->protocol('WM_DELETE_WINDOW', [\&gExit, $save_dg]);

$main->focus;
MainLoop();

sub gExit
{
    my $save_dg = shift;
    #$save_dg->Show(); 
 exit if $save_dg->Show() eq 'Yes';
}
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