Christina,
To access the dialog box you have to enter all the commands through the dialog box. Stata won't let you enter a written command and then access the dialog box. In fact, after accepting a command placed in the dialog box (by pressing "Ok") you cannot re-access the Dialog Box, which is why we recommend using "Submit" until you are happy with your graph.
On the menu go to Graphics> Two-way graph (scatter, etc) and start your graph there. Follow the instructions from there starting at number 22 on the assignment. Each time you "Submit" your selections on the dialog box the commands will appear in your main Stata viewer for you to copy to your do-file.
Let us know if you need more help!
Sofia