You have to design & create the options menu yourself using a mixture of graphics, action parts &/or Lua script - Lua depends on what you are wanting to do.
You will probably need to use multiple conditions, values & if queries to make your options menu.
http://www.visionaire-studio.net/forum/thread/advanced-menu-... - I made this a couple years ago, but it should still suffice for giving you an idea on how to create your menu / options / save/load menu etc.