Using multiple scenes is a way to split a Blender file into sections for organization (kind of like the tabs in a web browser). The [Game Engine](https://blender.stackexchange.com/tags/game-engine), (pre 2.8) uses individual scenes as levels. Use this tag for specific scene related questions.
Scenes are a way to organize your work. Each blend-file can contain multiple scenes, which share other data such as objects and materials.
Scene management and library appending/linking are based on Blender’s Library and Data System, so it is a good idea to read that manual page first, if you are not familiar with the basics of that system.
You can select and create scenes with the Scene data-block menu in the Topbar.