I have Lightning App ( < aura:application extends="force:slds" > ) with some components: comboboxes, buttons, controllers, helpers etc. (everything works).

I made everything according to ( https://developer.salesforce.com/docs/atlas.en-us.lightning.meta/lightning/ref_lightning_overlayLibrary.htm ) SF dev page.

and there is 

    <lightning:overlayLibrary aura:id="overlayLib"/>
  
in my component ( or < lightning:notificationsLibrary aura:id="notifLib" / > ),
controller has code:

       var c = component.find('overlayLib');
        c.showCustomModal({
			header: "Modal header section",
			body: "Content of Modal window",
			showCloseButton: true,
		});

however, when i run this code, i can see error in a console:

    TypeError: $A.J.Vg(...) is undefined

and nothing is displayed.
showCustomModal returns a promise, so something is happening:

    Promise { "pending" }
    <state>: "pending"
    __proto__: PromiseProto
    catch: function catch()
    constructor: function Promise()
    finally: function finally()
    l: function then()
    then: function then()
    Symbol(Symbol.toStringTag): undefined
    __proto__: Object { … }

other Lightning related things work (components, controllers, etc.)

How to use Overlay/Notifications Libraries ? How to make them visible ?