How to make main menu including settings?

I want to make main menu which is something like that:

Play -> Chapter 1, Chapter 2...

Load Game -> Save 1, Save 2

Bonus -> Including videos and ways to some scenes which can be played

Settings ->

   Audio settings -> Sound loudness, Music loudness  

   Graphics -> Resolution, fps limits, shadows and lots of things which would affect to performance  

3rd person mode [x = on empty = off]

   Controls 

Multiplayer

Quit -> "Minimenu" asking me if I am sure I want to quit (Options no and yes)

And I want be able to press esc while playing and bring menu which contain is:

Reload map Settings -> same as above Quit to main menu

Right now I can make my game with right options and thing and voices, but I can't make Menus or definetly not settings. I will handle the saves and multiplayer later on unless it is necessary before doing menu. And by the way, when game starts it is asking my resolution and graphics and windowed mode or not so can it be disabled? I do not have a pro version yet.

And what thing affect to frames per second? I want my game to have 60 fps. Random question at the end xd.