Great Question Sashik...This info is a fairly common request..
The short answer is that its pretty simple process to add a custom Transition that simulates what you may need..depending on the style of Transition you require...Some are more difficult than others to implement..but the basic transitions ...Fade to black or white, animated Screen capture transitions and other effects driven transitions are possible
I tend to use a Separate layer placed above all of the others and make it visible when required..The layer can have anything from a simple Fade to black or white transition using a sprite with a FADE behaviour prior to changing layout .....and/or a more complex animated sprite object with WebGL effects..depending on the look that suits the project.
Often its useful to include the same layer on all layouts so that the transition is mirrored on the new layout...
You can create just about any transition you like using a combination of Sprite animations or Particle Reveal Transitions...
I read a thread somewhere about a year ago in the https://www.scirra.com/forum/construct-2-general_forum31.html
That mentioned that transitions coming soon..but yeah nothing yet....
I find it much better to make your own ...because you have far greater control and can get very fancy animated transitions that perfectly suit your game style
Hope that helps a little...
There are also a few examples of simple transitions in the Scirra arcade under "examples"
Some of these other useful links may help you
http://www.scirra.com/forum/more-layout-transitions_topic42102.html
http://www.scirra.com/forum/game-levels-transitions-not-so-easy_topic59789.html