By default asset submodule asset_gallery provides feature for displaying gallery images in popup.
This feature implemented by module lightbox2
That's how it looks like for gallery image asset:
If you'd like, you also can enable lightbox2 for image assets, including embed assets
All you need is select right formatter for image field in view mode settings:
Once you selected formatter, embedded asset image become clickable:
Also, you can do the same with other modules, like fancybox