Hi Erwin,
At this point this feature is only available with the compact box layout mode. For example, click on the search icon on the side of the demo page: http://i.imgur.com/hDxZDCX.png
There is no workaround solution for this unfortunately. It has to do with z-indexes and how the elements act in different positions. For example, if the search bar is not positioned as a top level element (placed within the content or so), then there is no reliable way of adding a whole ‘dark’ background to the page, and somehow lifting the search element above it. There are some workarounds, but all of them are non-usable.
On the page you provided it is working nicely, since the search and the background element are placed into a top level node, by design. This however is not true in most cases when the search shortcode is used, so the same solution would not work.