No no, its perfectly fine! Do it like this:
1. Go to the object you use to handle score in the room where the game is played (where the score is set for the scoreboard).
2. Go to the control tab, and take a set variable button. Put it in the "create" event.
3. Make that set variable say "global.score", and make it equal to "0"
4. Grab another one, and in the "room end" event, make it set "global.score" equal to "score".
5. In the room with the scoreboard, open the object that controls the scoreboard's display.
6. When it is time for that object to decide what to display, tell it to check the variable you set up, "global.score".
7. Then, tell it to act on that variable. If you are using a sprite for the display, tell it to use a corresponding image_index. If you are drawing text, tell it to draw the number stored in your variable.
Good, or did I miss something?