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.