Yes, you can add a link from one scene selection menu to another. Here is one way...
1. In the project overview window, double-click the scene selection menu you want to add a link.
2. In the project overview window, click the scene selection menu you want to link to and drag it into the workspace.

To change the color of the button highlights, you need to adjust the color sets found in the properties window. The menu defines a color set to be used for the selected, activated and inactive states of the button which is also found in the properties window.