How should I create a custom dialog box?

[Sanskruti]

Hello,

I need to create a custom dialog box using javascript or any other language. 
I want my dialog box to pop up when i click on the button and disapper when i click outside the box. And i need my background greyish. 

I created a dialoge box using bookmark but when I change the pages the bookmark is still visible. 

That's why I want to create a custom dialog box.

[amitchandak]

@Sanskruti , As of now possible using bookmarks only

As shown by Guyinacube or what you tried -https://www.youtube.com/watch?v=JZ0FwDr9SXU