In your Player sprite you can add animations such as idle, attack, move, etc. For each animation you need to import pictures. Then you need to explain in your events sheet when the player should play each animation. Such as when jumping play the jumping animation, etc.
A menu you can create in a separate layout. You can have a Loader layout going to Menu, going to Game.
Regarding save refer to the manual.
I don't understand what you mean by level transaction, maybe transition? Then you need some global variable which is activated upon completing a level and then you can send the player back to a Level selection menu or you can send the player to the next level (another layout).
You should use an invisible sprite for moving your character ideally with a box collision set. Then your character image can simply be pinned to this invisible sprite. You need to regulate the origin point to make sure it all looks correct.