In order to reuse a single confirmation dialog implementation in a multi-module application, the dialog must be implemented in a separate module. Here's one way of doing this with Material Design and FxFlex, though both of those can be trimmed back or replaced.
First the shared module (./app.module.ts):
import {NgModule} from '@angular/core';
import {CommonModule} from '@angular/common';
import {MatDialogModule, MatSelectModule} from '@angular/material';
import {ConfirmationDlgComponent} from './confirmation-dlg.component';
import {FlexLayoutModule} from '@angular/flex-layout';
@NgModule({
   imports: [
      CommonModule,
      FlexLayoutModule,
      MatDialogModule
   ],
   declarations: [
      ConfirmationDlgComponent
   ],
   exports: [
      ConfirmationDlgComponent
   ],
   entryComponents: [ConfirmationDlgComponent]
})
export class SharedModule {
}
And the dialog component (./confirmation-dlg.component.ts):
import {Component, Inject} from '@angular/core';
import {MAT_DIALOG_DATA} from '@angular/material';
@Component({
   selector: 'app-confirmation-dlg',
   template: `
      <div fxLayoutAlign="space-around" class="title colors" mat-dialog-title>{{data.title}}</div>
      <div class="msg" mat-dialog-content>
         {{data.msg}}
      </div>
      <a href="#"></a>
      <mat-dialog-actions fxLayoutAlign="space-around">
         <button mat-button [mat-dialog-close]="false" class="colors">No</button>
         <button mat-button [mat-dialog-close]="true" class="colors">Yes</button>
      </mat-dialog-actions>`,
   styles: [`
      .title {font-size: large;}
      .msg {font-size: medium;}
      .colors {color: white; background-color: #3f51b5;}
      button {flex-basis: 60px;}
   `]
})
export class ConfirmationDlgComponent {
   constructor(@Inject(MAT_DIALOG_DATA) public data: any) {}
}
Then we can use it in another module:
import {FlexLayoutModule} from '@angular/flex-layout';
import {NgModule} from '@angular/core';
import {GeneralComponent} from './general/general.component';
import {NgbModule} from '@ng-bootstrap/ng-bootstrap';
import {CommonModule} from '@angular/common';
import {MaterialModule} from '../../material.module';
@NgModule({
   declarations: [
      GeneralComponent
   ],
   imports: [
      FlexLayoutModule,
      MaterialModule,
      CommonModule,
      NgbModule.forRoot()
   ],
   providers: []
})
export class SystemAdminModule {}
The component's click handler uses the dialog:
import {Component} from '@angular/core';
import {ConfirmationDlgComponent} from '../../../shared/confirmation-dlg.component';
import {MatDialog} from '@angular/material';
@Component({
   selector: 'app-general',
   templateUrl: './general.component.html',
   styleUrls: ['./general.component.css']
})
export class GeneralComponent {
   constructor(private dialog: MatDialog) {}
   onWhateverClick() {
      const dlg = this.dialog.open(ConfirmationDlgComponent, {
         data: {title: 'Confirm Whatever', msg: 'Are you sure you want to whatever?'}
      });
      dlg.afterClosed().subscribe((whatever: boolean) => {
         if (whatever) {
            this.whatever();
         }
      });
   }
   whatever() {
      console.log('Do whatever');
   }
}
Just using the this.modal.open(MyComponent); as you did won't return you an object whose events you can subscribe to which is why you can't get it to do something. This code creates and opens a dialog whose events we can subscribe to.
If you trim back the css and html this is really a simple component, but writing it yourself gives you control over its design and layout whereas a pre-written component will need to be much more heavyweight to give you that control.