For dynamically creating div, try this:

System.Web.UI.HtmlControls.HtmlGenericControl dynDiv =
        new System.Web.UI.HtmlControls.HtmlGenericControl("DIV");
    dynDiv.ID = "dynDivCode";
    dynDiv.Style.Add(HtmlTextWriterStyle.BackgroundColor, "Gray");
    dynDiv.Style.Add(HtmlTextWriterStyle.Height, "20px");
    dynDiv.Style.Add(HtmlTextWriterStyle.Width, "300px");
    dynDiv.InnerHtml = "I was created using Code Behind";
    this.Controls.Add(dynDiv);

And to show a alert using RegisterCLientScriptBlock, try this:

ScriptManager.RegisterClientScriptBlock(this.Page, this.GetType(), "Alert", "alert('Alert Message');", true);