This is a nice example! ... but the pop up is more a trick than a feature.
Basically, there are some objects on the top of the regular dashboard but they are invisble. When you click on a button, a variable is set ( vViewAllFilters_On =1) and the objects appear.
There is one big white textbox with 40-50% transparency that does not let you click on the objects below.
Then, there is one smaller white opaque text box which is 'pop-up' or the background of some list boxes.
This set of objects is present in all the sheets.
The x button that closes the popup reset the variable to 0 and all this objects become invisible.
Hope this helps,