Hi,
This can be achieved by changing the project settings. In the 'Runtime' tab of your project settings is an option to enable/disable multiple sessions per user. If you set this setting to 'No', a user can only have one active session. This solution won't show a pop-up, but will stop any other session if the user signs in with another client/device.
Hope this helps!
This is a project setting
see https://docs.mendix.com/refguide/project-settings under paragraph 3.11