Your initial question was not very clear on what you wanted to do. So if you want to show a dialog when a user presses the back button after having types something in the EditText- then you need to @Override the onBackPressed method in your Activity class.

@Override
public void onBackPressed() {
    // Here you want to show the user a dialog box
    new AlertDialog.Builder(context)
        .setTitle("Exiting the App")
        .setMessage("Are you sure?")
        .setPositiveButton("YES", new DialogInterface.OnClickListener() {
            public void onClick(DialogInterface dialog, int whichButton) {
                // The user wants to leave - so dismiss the dialog and exit
                 finish();
                 dialog.dismiss();
            }
        }).setNegativeButton("NO", new DialogInterface.OnClickListener() {
            public void onClick(DialogInterface dialog, int whichButton) {
                // The user is not sure, so you can exit or just stay 
                dialog.dismiss();
            }
        }).show();

}

You can look at the accepted answer here.

But if you only wanted to handle the back-button press on the Dialog itself, then there's already an answer for this question - basically you set an OnKeyListener on the dialog like this:

dialog.setOnKeyListener(new Dialog.OnKeyListener() {

      @Override
      public boolean onKey(DialogInterface arg0, int keyCode,KeyEvent event)
      {
         if (keyCode == KeyEvent.KEYCODE_BACK) {
               /* The user pressed back button - do whatever here.
               Normally you dismiss the dialog like dialog.dismiss(); */

             }
            return true;
            }
        });

Look at the accepted answer here.