The most basic way I found to make an Options page in GDevelop 5 with one Scene and it’s Events linked.

In this case my screen with is 640×360 but you want to adjust to your screen resolution. and change the camera to the X points based on your screen with, then show/hide the buttons to move between X coordinates of the camera.
I’m pretty sure there will be a lot of better ways to do this but is simple and work in any screen resolutions.