Hi Dennis,
best example link an a while.

Anyways, the best way to do this IMO if jquery.load won't work(which i don't think it will due to it being designed to work cross-domain), or some stuff doesn't, not 100 sure anyways make a request to a files that is in the tools folder on your site using $url = Loader::helper('concrete/urls');

then getToolsUrl('php file name');

then making a $.get request to that href that concrete5 provides and loading that into a target div based on a link on the site.

Is this built in? nah, does concrete5 stop you from doing it? nope.

I've done it here:http://www.onemansopinion.co.nz,... basically I pass a query string called "forAjax" or something like that, and if the controller sees that it renders just one block instead of the whole page. So as Scott said, yes you can do it, but not out of the box, you'll need to write a few lines of code.
You could even do it in javascript only. Have a look at what Tony did in the popup package. It's basically the same thing you're looking for (without the popup)