How do I show content in an overlay? I want to display some content, returned from an AJAX call in an overlay or popup. 

Do you have any idea on how I can do it?
If your are using Drupal 7 you could make a use of the administrative overlay with a custom module.

You will need 3 hooks in your CUSTOM_MODULE_NAME_HERE.module file :

/**
 * Implements hook_menu().
 */
function CUSTOM_MODULE_NAME_HERE_menu() {
  $items = array();
  $items['your/path/to/your/page'] = array(
     'page callback'    =&gt; 'CUSTOM_MODULE_NAME_HERE_page',
     'access arguments' =&gt; array('access content'),
     'type'             =&gt; MENU_NORMAL_ITEM,
  );
  return $items;
}

/**
 * Implements hook_admin_paths_alter().
 */
function CUSTOM_MODULE_NAME_HERE_admin_paths_alter(&amp;$paths) {
    $paths['your/path/to/your/page'] = TRUE;
}

/**
 * page callback
 */
 function CUSTOM_MODULE_NAME_HERE_page(){
    $output = 'your page content';
    return $output;
}