I'm fairly new to Stencyl but I haven't had nearly as much trouble as others seem to...
First, create a layer and position it at the front of the scene. When the scene is created, fade the layer to 0% over 0.01 seconds, then when the user clicks/presses the menu button, fade the layer in. You'll need a boolean attribute to monitor if the menu is visible or clicks on the buttons will still register whether the layer is showing or not*. Then your buttons just check if the menu is visible before they perform their actions. To hide the menu again, just fade back to 0% and set the menu boolean to false.
*this also goes the other way too - you probably won't want your in-game buttons to trigger if the menu is showing.
I think as far as whether to draw or use actors, you'll more than likely have to use a combination of both. Dynamic data such as scores/lives etc will almost always need to be drawn, but there's no reason you can't use actors for buttons, logos etc. To me, the question is whether you'd rather place the actors in the Stencyl scene editor or use a behaviour to create them on the fly. Placing them manually will mean you'll need to add them to each scene yourself, so it may not be the best way to go if you have a lot of levels (any changes you make you'll have to do in each level) but using a behaviour is just a bit more tedious than drag and drop....
Hope this helps.