Embedding QDialog in QWidget

main.py

from PyQt5.QtWidgets import *
from PyQt5.QtCore import *


class MainWindow(QWidget):
    def __init__(self):
       super(MainWindow, self).__init__()
       self.setWindowTitle("My own MainWindow")

       self.fileDialog = QFileDialog(self)
       self.fileDialog.setWindowFlags(Qt.Widget)

       self.confirmAction = QPushButton("Press me", self)

       mainLayout = QVBoxLayout()

       mainLayout.addWidget(self.fileDialog)
       mainLayout.addWidget(self.confirmAction)
       self.setLayout(mainLayout)

if __name__ == '__main__':
    import sys
    app = QApplication(sys.argv)
    w = MainWindow()
    w.show()
    sys.exit(app.exec_())