Ummm your question is rather vague but i'll give it a shot... so do you mean you want a "continue saved game" sort of button like they close the game then can open it and keep going from the same place?
In that case you need to make a set of
game attributes (the purple ones, not the blue ones) for score, location, health, anything else you want to persist between plays. Then, every so often maybe every minute or every time actor reaches a checkpoint or changes scenes, use the "save game and then" block, (you can leave the inside of the loop blank).
Now, to reload, you will want to have a continue button and perhaps a new game button. For the continue button you will have a "when pressed" even then inside that put the "load save file and then" loop and then switch to the scene as specified by your saved attribute.
For a new game, simply set all game attributes to their starting value (zero or whatever) and switch to the starting scene.
This has some more info
http://www.stencyl.com/help/view/game-attributes/ and
http://www.stencyl.com/help/view/saving-and-loading-games/Hopefully that helps