Following code will show the dialog box you wanted.
Add the following dependency.
compile 'com.google.android.gms:play-services-location:11.0.4'
Make sure that you have connected to googleApiClient befor call this code.
LocationRequest locationRequest = LocationRequest.create();
        locationRequest.setPriority(LocationRequest.PRIORITY_HIGH_ACCURACY);
        locationRequest.setInterval(30 * 1000);
        locationRequest.setFastestInterval(5 * 1000);
        LocationSettingsRequest.Builder builder = new LocationSettingsRequest.Builder()
                .addLocationRequest(locationRequest);
        builder.setAlwaysShow(true);
        Task<LocationSettingsResponse> result =
                LocationServices.getSettingsClient(this).checkLocationSettings(builder.build());
        result.addOnCompleteListener(new OnCompleteListener<LocationSettingsResponse>() {
            @Override
            public void onComplete(@NonNull Task<LocationSettingsResponse> task) {
                try {
                    task.getResult(ApiException.class);
                } catch (ApiException exception) {
                    switch (exception.getStatusCode()) {
                        case LocationSettingsStatusCodes.RESOLUTION_REQUIRED:
                            try {
                                ResolvableApiException resolvable = (ResolvableApiException) exception;
                                resolvable.startResolutionForResult(YourActivity.this,100);
                            } catch (IntentSender.SendIntentException e) {
                                Log.d(TAG, e.getMessage());
                            } catch (ClassCastException e) {
                                Log.d(TAG, e.getMessage());
                            }
                            break;
                    }
                }
            }
        });