Difference between setWidget and setHTML?

Hi,
I kind of understand what setWidget does.
However take an example - DialogBox Caption does not have any
setWdget method ( if I wish to add some buttons on the DialogBox
Caption). However it does provide setHTML method.
So, if I create a button ( in a panel or something) and extract the
HTML and set it for DialogBox Caption, will I get same effect as I
would have, had there been a setWidget method, or will it be with some
limitations and will need special handling?
-akshay

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