Well, in scripting, the way to do it is:
if Input.trigger? (Input:: X) (or Input.repeat?, etc... input is a class, you can find it in the help file)
where X is a button (A, B, C, X, Y, Z, L, R, UP, DOWN, RIGHT, LEFT). You can look at the button configuration by pressing F1 during test play
Then you put whatever you want to happen. It sounds like you'd want to make a dummy window cocvering the whol screen with the word Pause in the middle.