How to use unityeditor and where I need it?

I want to make a dialog which ask user be sure to esc when user press esc!I show document say EditorUtility.DisplayDialog can do this!But It 's unityeditor class,I don’t know how to use it!
Document say “To use it you have to place your script in Assets/Editor inside your project folder” and I cound’t put it in Gameobject like runtime api.Now how to use it?

An answer is "Well, by definition you can’t do this. Sorry! UnityEditor is talking about classes which can only be used in the Editor (i.e, for development). Any classes which use the UnityEditor functions will not even be included in your builds, so there’s no way of using them in an actual game.

(unless you do something silly like make a distraction for unity developers which runs entirely in the Editor. That would be incredibly silly, but there’s no reason why you can’t do it)"