This is Zenity: the GNOME port of the venerable 'dialog' program, which allows you to display dialog boxes from the command-line and shell scripts. Zenity is part of the GNOME Extra Apps family and is not a core GNOME application.
Binary packages can be installed with the high-level tool pkgin (which can be installed with pkg_add) or pkg_add(1) (installed by default). The NetBSD packages collection is also designed to permit easy installation from source.
The pkg_admin audit command locates any installed package which has been mentioned in security advisories as having vulnerabilities.
Please note the vulnerabilities database might not be fully accurate, and not every bug is exploitable with every configuration.
Problem reports, updates or suggestions for this package should be reported with send-pr.