I've seen some games where there are bricks in the GUI, ex, a virtual model appears on your screen when you click a button, how exactly does that work?
Most likely, a 'local' brick is being created and then CFramed using the Camera's CoordinateFrame
as a reference into the proper position. I don't know the math to do that off the top of my head, though, sorry.
As for the local brick, the easiest way to make one is to enable Filtering and just use a LocalScript to put a brick in the Workspace and CFrame it from there.
You may be talking about a 3D Model or Part as a gui. If you are, then what you are looking is Module3D by Clonetrooper1019. It is very useful for all types of thing (Including Illusions). You can grab the latest model of the module in the link below.
You can learn more about how to use the module from some information inside it. I hope this is what you were looking for, then you're welcome.
Module3D or 3DModule
http://www.roblox.com/Roblox-3D-Gui-Module-v2-item?id=175436927