Simply type out the full thing in your code stage - System.Windows.Forms.Messagebox.Show(""My Message"") and it should work for you.
I don't know what your use case is - but I really hope you are not talking to clients about running Blue Prism resources on user desktops and giving them prompts??? Desktop automation has been proven beyond doubt as not being something you want to do with Enterprise RPA - the discussion should instead be about designing handoffs to/from the virtual workforce, and maybe form solutions such as trustportal.