There is a resource pack on StencylForge called "Cutscenes" this will help you out considerably.You can also find an example game called something like "Cutscenes demo game," or the like, on forge which will show you examples of how it is used.
What type of cut scene do you plan on doing? Does your dialog box appear above the object?I dunno about switching between object A and Object B for the dialog placement(yet) but creating a new scene for where there's a LOT of action going on than just place the correct cutscene event into place.
To my best knowledge, there is no way to make "true" cutscenes natively in Stencyl. You can simulate it using actors with AI that move around, but no videos, etc. If you want to use videos or other animations, you will need to do that directly in a AS3 coding mode.