Display your Gumroad purchase pages in a pretty lightbox or embed them right on your pages using shortcodes.
Full shortcode documentation is in Settings > Gumroad after plugin is activated.
If the overlay doesn't get triggered on click (and your browser is redirected to a gumroad.com URL), please make sure that there is not extra code that is hijacking the click event (for example, a Google Analytics onclick event).
A popular known plugin that does this is "Google Analytics for WordPress". Try unchecking one or both of these options: 1) Track outbound clicks & downloads, 2) Check Advanced Settings, then make sure "Track outbound clicks as pageviews" is un-checked.