Menus for the game

I´m not so good on Blender GE but that´s my question:
Can we do menus for the game?

Something like this : menus to choose the configuration of Audio and Video

or

to salve the stage or level

Can we do this?

yeah, take a look at the hell thing recently for an example
[iirc the settings in that file are only functional if saved as a runtime, and run from a .bat file as was done earlier probably by the same author]

it pretty much requires python to be used…