I can't tell if this screenshot is from a game using VX or Ace, but since it's a script request and because you're using Ace I'm moving this to RGSS3 Script Requests. Next time, please read the rules of a forum before posting.
It's not the actual message box, but a new window created by the script.
But if you wanted to show character sprites in the message box, all you'd have to do is make a faceset with character sprites instead of actual faces...