You can create one using spset and a sprite.
If you want to make the functionality, then you need to skip your "update" code from your game cycle. I don't know if you used that in your game but that's how I do that.
By the way, here is a page that explain the concept of "game loop":
http://gameprogrammingpatterns.com/game-loop.html
It's rather simple, really. Within your game's main loop, you can have a certain button lead to another loop, which is a pause loop, in which you can do anything you want the pause to do until you unpause it. Unpausing is probably even simpler, since all you need to do is exit the pause loop and carry on with the game's main loop.
Example:
WHILE GAME 'MAIN GAME LOOP
'DO GAME STUFF
IF BUTTON() AND #Y THEN 'PAUSE WHEN Y IS PRESSED
WHILE !(BUTTON() AND #Y):WEND 'SIMPLE LOOP THAT UNPAUSES WHEN PRESSING Y AGAIN
ENDIF
WEND