Trying to create an overlay popup in figma sites.

Pop-ups do not work, you need to work around this.

Create a component that has two states. 
1 collapsed menu / default
2 expanded menu / open

Move the expandable/pop-up part outside the frame, uncheck clip content. 
In the default state, hide the pop-up frame, leave just hamburger and logo.
In the open state, the pop-up should be visible below hamburger.

Set the interaction on the hamburger icon to “Change to” - Open - and set it to the open state.
In the open state, change the hamburger icon to X icon and set change to - default state.

Place this menu at the top of the page in a sticky position.
If you have the entire page in auto-layout, you can set the menu to width fill to make it responsive. 

For the menu elements just set interaction link → and select subpage

Scrolling down is avalible but you have to manualy add it on every subpage