How would you be able to create multiple screens using Pygame and events performed by the user? 
For example, if I had a menu screen with 2 buttons ('Start' and 'Exit') and the user clicked on 'Start', a new screen would appear in the same window with whatever is next in the game. From that screen, a user could click on another button and move on to another screen/ return to the menu, etc.
What I did for this was have a literal main loop that checks to see what "Screen" the player wants to go to. Like if they press the exit button, it returns where to go next. The main loop then runs a the new script for the new screen.
Making multiple 'game screens' using Pygame