First, make sure to install/enable the MailChimp for WordPress plugin. This plugin has built-in styles made in Rey, but you could also use a different type of newsletter and use its public form shortcode.
To learn how to create a modal section please follow this article: Create Modal Sections .
You can either import an already existing template eg: https://d.pr/v/jWGXBs, but basically make sure to add the Newsletter element inside, or for other newsletter plugins, their form shortcodes.
Many visitors will subscribe to your newsletter, however there’s no way of detecting if they did that, so one of the best ways of dealing with this is to provide a button that will ask if they already subscribed, and when clicking the modal will close and never prompt them again.
Create a Button element and in the Advanced > CSS Classes option, add u-close-modal-forever class eg: https://d.pr/i/sUCFEf .
This is however something that will be adjusted automatically in the future.