When I use ogre's overlay, I can set the zorder so I can decide which overay is cover by other overlays. But in MyGUI how can I do this?
Use layers for widgets that always one above another. And in case of several overlapping windows use layer with OverlappedLayer type (for example "Overlapped") and whenever you need to manually up widget use MyGUI::LayerManager::getInstance().upLayerItem(widget);.
Also you don't need to do that in most cases, because widget is upped whenever it get focus.