A COM command wrapper is basically an event sink for the object wrapper. Your command wrapper should derive from IPropertyNotifySink and implement its OnChanged() and OnRequestEdit() functions.
Your command wrapper receives notification when the Properties palette changes properties on your object's COM wrapper. The command wrapper should use this notification to track the progress of the editing operation.
When this notification arrives, you call the AcApDocManager::sendModelessInterrupt() function on the current document. This function informs the command line that a modeless dialog has interrupted the user input request, and causes the currently running input function to return RTMODELESS.