You can do this with an interaction. First make a fixed full size div with the darkened overlayn and make it display:none. Then you want to make sure the dropdown is set to a higher z index then the overlay. Then create an interaction on the dropdown to show/hide the overlay. Because you set the dropdown to be over the overlay, it should dim everything else.
For your other question, this page may help http://webflowcodestutorials.webflow.io/click