If the playable character was on the previous scene then you can use the "change to scene of character" action part - alternatively, you could store the current scene into a Lua variable before changing to the menu scene, then use that variable to go back to the previous scene.
execute a script >
prev_scene = game.CurrentScene
show scene/menu "menu"
Now to go back to the previous scene when done you can use the execute a script action part & just inverse the script you wrote above, like so...
game.CurrentScene = prev_scene
It should take you back to the scene you stored in the prev_scene Lua variable you created.