There is a section of WCAG 2.0 dedicated to this. 2.1 Keyboard Accessible.
https://www.w3.org/TR/UNDERSTANDING-WCAG20/keyboard-operation.html
Specifically:
2.1.1 Keyboard: All functionality of the content is operable through a keyboard interface without requiring specific timings for individual keystrokes, except where the underlying function requires input that depends on the path of the user's movement and not just the endpoints.(Level A)
And
2.1.2 No Keyboard Trap: If keyboard focus can be moved to a component of the page using a keyboard interface, then focus can be moved away from that component using only a keyboard interface, and, if it requires more than unmodified arrow or tab keys or other standard exit methods, the user is advised of the method for moving focus away. (Level A)
You will note both are Level A requirements so while there is no mention of modal dialogs, you must ensure the keyboard focus moves from the page to the modal dialog.
If you are interested in learning about how to create an accessible modal dialog, this excellent article takes you through it step-by-step in HTML with additional ARIA tags and a little JavaScript: https://www.marcozehe.de/2015/02/05/advanced-aria-tip-2-accessible-modal-dialogs/
Obviously you are using a third party UI technology so the actual implementation may be different and there could be some technical challenges, customisation or constraints, but this does not change the essence of the WCAG 2.1 keyboard operation requirements.