The visual graphics brought up by pressing Alt-Tab is not a window. What is the programming mechanism at work here? Some kind of overlay functionality built into X11? Interested in building my own overlays.

While I can't give you a full in depth description of how it works, I can give a high-level overview.

First of all it requires a compositing window manager (like Kwin) which is able to keep track of the various windows with their geometries and contents. A compositing window manager can use 3d effects to display the windows in various ways in response to different events. The normal mode is to display them stacked like pieces of paper on a desktop. There are a wide range of other effects that can be used to change how things are displayed, including what to show when the user hits Alt+Tab to switch windows. You can see the selection that Kwin has available in System Settings -> Desktop Effects -> All Effects.

As far as implementing your own overlays or effects, there's a section in the KDE store for KWin effects which has a few effects that people have contributed. You might check some of those out to see how they work. Or you can peruse the KWin source code for the implementations of the various built-in effects

great info - thankyou!