Opus has its own Dialog object which you probably want to use instead of MsgBox, so that you can set the lister as the parent window and avoid the MsgBox going behind the lister, and so on.
If your script is run via a toolbar button or hotkey, you'll be passed a Dialog object which is already set up to use the lister that launched it as its parent window.
That Dialog object has helpers for quickly creating simple dialogs with a message, buttons and optional extras like checkboxes, a drop-down or a list.
Scripts can also create more complex dialogs, with a full-blown dialog editor: Script Dialogs.
Back to your question: Do you really want to use a CMD window, or do you just want a way to output some text to debug the script?
Use DOpus.Output if you just want to output some text, and then display the Script Log to see it.