Overlays allow you to separate foreground elements (like modals, and alerts) from the rest of your wireframe.
To add an overlay, type / in any board mode or switch to wireframe mode and open the components menu:

Then type overlay and select it from the menu or press enter:

Drag to resize your overlay, and place it anywhere on the canvas. Overlays will automatically snap to fit within any frame in your design, like the window, tablet or phone.
Overlays support the full color palette. Select an overlay and pick a color from the context bar to match the rest of your design or make a modal stand out.
Command + ]]Command + [[