Hi Patricia,
this highly depends on how your game and your scenes and levels are handled at the moment. We feature a tutorial about one very common way of doing this: https://felgo.com/doc/howto-multi-scene-multi-level/
Wild guess for your game: You basically have 2 options, either introduce an own gameover scene or just an overlay inside your game scene. If your lives are zero (you can add this check wherever you are reducing your lives), you can then either switch the scenes completely of just show the overlay. Anyway you should stop your game logic at this point. If the users chooses to restart the level, you will have to reset your game logic and then either switch back to the game scene or hide the overlay depending on your implementation. If the users wants to quit, switch to the menu scene in any case.
Again, this totally depends on how you implemented your game so far.
Cheers,
Alex