If you want to show a modal window, you can use the code below
Lightning Component:
<!--Attributes-->
<aura:attribute name="showConfirmDialogBox" type="boolean" default="false"/>
<!--Component Start-->
<div class="slds-m-around_xx-large">
<lightning:button name="delete" variant="brand" label="Delete" onclick="{!c.handleConfirmDialog}"/>
<aura:if isTrue="{!v.showConfirmDialogBox}">
<!--Modal Box Start-->
<div role="dialog" class="slds-modal slds-fade-in-open ">
<div class="slds-modal__container">
<!--Modal Box Header Start-->
<header class="slds-modal__header">
<h1 class="slds-text-heading--medium">Redirection Confirmation</h1>
</header>
<!--Modal Box Header End-->
<!--Modal Box Content Start-->
<div class="slds-modal__content slds-p-around--medium">
<center><b>You will be redirected to another page, Click Ok to move or Cancel to stay on this page.</b></center>
</div>
<!--Modal Box Content End-->
<!--Modal Box Button Start-->
<footer class="slds-modal__footer">
<lightning:button name='Cancel' label='Cancel' onclick='{!c.handleConfirmDialogCancel}'/>
<lightning:button variant="brand" name='Ok' label='Ok' onclick='{!c.handleConfirmDialogOk}'/>
</footer>
<!--Modal Box Button End-->
</div>
</div>
<div class="slds-backdrop slds-backdrop--open"></div>
</aura:if>
</div>
<!--Component End-->
Lightning JS Controller:
({
handleConfirmDialog : function(component, event, helper) {
component.set('v.showConfirmDialogBox', true);
},
handleConfirmDialogOk : function(component, event, helper) {
console.log('Ok');
component.set('v.showConfirmDialogBox', false);
},
handleConfirmDialogCancel : function(component, event, helper) {
console.log('Cancel');
component.set('v.showConfirmDialogBox', false);
},
})