If you want to show FragmentA as dialog on background operation response change fragments supper class to FragmentDialog. This works only if you use Fragment not Activity. And show it by this code:
fun showResponse(fragmentManager:FragmentManager) {
    val responseFragment = FragmentA()//or name of your Fragment
    responseFragment.show(fragmentManager, "")
}
If you want to show dialog from activity or do not show FragmentA, create class ResponseDialog with super class DialogFragment. In this class in method onCreateDialog you can design your dialog (add text, buttons, images...).
class ResponseDialog: DialogFragment() {
    override fun onCreateDialog(savedInstanceState: Bundle): Dialog {
        return activity?.let {
            val builder = AlertDialog.Builder(it)
            builder.setMessage("data downloaded")
                    .setPositiveButton("Ok",
                            DialogInterface.OnClickListener { dialog, id ->
                                //positive button action here dissmis dialog
                            })
         
            builder.create()
        } ?: throw IllegalStateException("Activity cannot be null")
    }
}
And show it by this method:
fun showResponse(fragmentManager:FragmentManager) {
    val responseFragment = ResponseDialog()
    responseFragment.show(fragmentManager, "")
}
Android dialogs documentation