When I click on an image…

I hope this is the place to ask this quite possibly silly question.

I am using Gridsby free theme. On my homepage, which is set to a gallery photo grid, when I click on an image, a new page is not opened, but a kind of pop up insert window. It has an ‘x’ at the top right corner to close it and any text I add to the post of the particular ‘featured’ image from the dashboard shows up there.

My question is, what the heck do you call this ‘window’, and what widget or plugin etc. controls it’s functions?

I want to change the color of the background but I don’t even know the name of the window, let alone what controls it.

Thank you all once again for you time and knowledge.