How to redirect on other screen by clicking a button?

Hello all.... I am making a game UI using NGUI. I am totally new to unity and do not know how to redirect to another screen by clicking on a button??? Suppose i have main screen with options "Play" and "Sound Option". If i an clicking on "Sound Option", The sound option menu should open. But, i just do not know how to make it. I do not want to make seprate Scenes for those menu screens. Thank u in advance...!!!