...

It is one way.  It depends on what you want the 'window'
to do after the button is clicked.  Here is another example
that might suit the immediate purpose better.

<sscce>
import javax.swing.JOptionPane;

public class FooBar2 {

  public FooBar2 () {

      String[] options = {"Foo", "Bar", "Too"};
      int choice = JOptionPane.showOptionDialog(
          null,
          options[0] + " & " +
          options[1] + " & " +
          options[2],
          "" + options[0] + options[1] + options[2],
          JOptionPane.OK_CANCEL_OPTION,
          JOptionPane.PLAIN_MESSAGE,
          null,
          options,
          options[1]
          );
       if (choice<0) {
           System.out.println( "No choice made" );
       } else {
          System.out.println( "choice: " + options[choice] );
      }
  }

  public static void main(String[] args) {
      FooBar2 fb2 = new FooBar2();
  }
}
</sscce>

Note this example shows how to return data to
the calling process.  There are other ways to close
frames and dialogs that might also make sense,
such as adding a WindowListener or calling the
setDefaultCloseOperation method for a frame.