Please see my comment to the question. First of all, this is unrelated to ASP.NET.
Then, the colors are normally customized with CSS, and it doesn't really matter if the elements are created by jQuery or not; you can always add any CSS class to any HTML element.
And then, look at the source code of jQuery Dialog and some of pop-ups:
http://plugins.jquery.com/tag/popup[
^],
https://jqueryui.com/dialog[
^],
http://api.jquerymobile.com/popup[
^].
In last two cases, for example, you will see that the content of the Dialog/Popup is just some
<div>
element. You can put any inner HTML in this element, whatever you want. How it can be more custom than that?
—SA