GPS is based on the Gtk+ graphical toolkit, which is available under many platforms and for many programming languages.
In particular, GPS comes with pygtk, a python binding to Gtk+. Using pygtk, you will be able to create your own dialogs and graphical windows using the python capabilities provided by GPS.
See the menu Help->Python Extensions, in particular the GPS.MDI
documentation, for a sample of code on how to create your own graphical
interfaces and integrate them in GPS.