Dialogue 

Appears in many things such as stories, books, and comics.

Prose

Dialogue is put into quotation marks

Anytime a new character starts speaking create a new paragraph

You would also want to tend to make it a lot more realistic and not basic writing, such as adding exclamation points and others.

Types of Prose

Direct and Inderect

Inner and Outer

Inner

Inner dialogue occurs when the character is speaking or narrating inside of their head

Outer

Outer dialogue occurs when the character is speaking outwards and towards other things or just in general