Hi,
1. You can open a wizard by adding the below code inside the function of button click .
For example here the function is action_open_wizard.

def action_open_wizard(self):
    return {
        'name': "Test Wizard",
        'type': 'ir.actions.act_window',
        'view_type': 'form',
        'view_mode': 'form',
        'res_model': 'test.wizard',
        'view_id': self.env.ref('test_module.test_wizard_view').id,
        'target': 'new',
            }

2. To create a wizard first create a new transient model and add necessary fields to it. Then create a view for the wizard.
For example here I am given the python code and xml code for the above:

class GenTestWizard(models.TransientModel):
        _name = "test.wizard"
        _description = 'Testing of wizard'
        msg = fields.Text(string="Test message", default="Do you want to continue?",readonly=True)
       
        def yes(self):
            print("yes")

        def no(self):
            print("no")

in .xml

        <record id="test_wizard_view" model="ir.ui.view">

            <field name="name">Test wuzard</field>

            <field name="model">test.wizard</field>

            <field name="arch" type="xml">

                <form string="Warning">

                    <group>

                        <field name="msg" nolabel="1"/>

                    </group>

                    <footer>

                        <button name="yes" string="Ok" type="object" class="oe_highlight"/>

                        <button name="no" string="Cancel" type="object" class="oe_highlight"/>

                    </footer>

                </form>

            </field>

        </record>

        <record id="test_wizard_action" model="ir.actions.act_window">

            <field name="name">Test Wizard</field>

            <field name="res_model">test.wizard</field>

            <field name="view_id" ref="test_wizard_view"/>

            <field name="view_mode">form</field>

            <field name="target">new</field>

        </record>

To know more about wizard creation, you can refer to the below mentioned blogs.

1. https://www.cybrosys.com/blog/how-to-create-manage-wizard-in-the-odoo-15
2. https://www.cybrosys.com/blog/how-to-create-wizard-in-odoo-13

Hope it helps