That's a really complex question you're asking there. It's not an inbuilt behaviour.
You need to make buttons, the menu panel itself and wire up the logic to do what you want.
Start by making one button to change volume - that should be relatively simple compared to the other things you're talking about.
Then move from that to making this other buttons, then making the menu. There are MANY tutorials to help you. Click tutorials at the top and search for something appropriate.