Are you asking how do you go from one menu to another.

For this you would need to write a function and attach it to the function_on of the button properties...

If you are clever about it you can write one big function that controls every menu/panel and changes it depending upon its name or button number.

Here's a little somthing to get you started...

function main_to_options()
{
pnl_mainmenu.visible = OFF;
pnl_options.visible = ON;
}

attach this to your button that takes you to the options menu and it will chnage it. Its a little boring though, just a simple click and change. You could make it more interestung by coding a fade effect or another transition.
Use a while loop to increase/decrease the panel's alpha.