In the past decade, goal-oriented spoken dialogue systems (SDS) have been the most promi-nent component in today’s virtual personal assistants (VPAs). Among these VPAs, Microsoft’s Cortana, Apple’s Siri, Amazon Alexa, Google Assistant, and Facebook’s M, have incorporated SDS modules in various devices, which allow users to speak naturally in order to finish tasks more efficiently. The traditional conversational systems have rather complex and/or modular pipelines. The advance of deep learning technologies has recently risen the applicatins of neural models to dialogue modeling. Nevertheless, applying deep learning technologies for building robust and scalable dialogue systems is still a challenging task and an open research area as it requires deeper understanding of the classic pipelines as well as detailed knowledge on the benchmark of the models of the prior work and the recent state-of-the-art work. Thus, this tutorial is designed to focus on an overview of the dialogue system development while describing most recent research for building dialogue systems, and summarizing the challenges. We target an audience of students and practitioners who have some deep learning background and want to get more familiar with conversational dialog systems.