That is an example Menu, Game and Option like scene switcher with old version of Half-Life by Serria or Quake by IQ Software, It was porting from C++/C in StackOverflow https://stackoverflow.com/questions/39133873/how-to-set-a-gui-button-in-the-win32-window-using-sdl-c?answertab=active#tab-top - It is simple result . If you add Text and sprites …

ProgramSDLwithMenus.cs

using System;
using static SDL2.SDL;

namespace SdlMenuExample
{
    static class Program
    {
        public struct color
        {
            public byte r, g, b, a;
        }
        public struct button_t
        {
            public SDL_Rect rect;
            public color color;
            public bool pressed;
        }

        public enum State
        {
            Menu = 0,
            Game = 1,
            Option = 2
        }

        // Important "ref" before button_t because it won't work clickable.
        static void button_process_event(ref button_t button, SDL_Event evt)
        {
            if(evt.type == SDL_EventType.SDL_MOUSEBUTTONDOWN)
            {
                if (evt.button.button == SDL_BUTTON_LEFT &&
                    // If you use without "=" after > and < than it works same.
                    evt.button.x >= button.rect.x &&
                    evt.button.x <= (button.rect.x + button.rect.w) &&
                    evt.button.y >= button.rect.y &&
                    evt.button.y <= (button.rect.y + button.rect.h))
                {
                    button.pressed = true;
                }
            }
        }

        static bool button_click(IntPtr renderer, ref button_t button)
        {
            SDL_SetRenderDrawColor(renderer, button.color.r, button.color.g, button.color.b, button.color.a);
            SDL_RenderFillRect(renderer, ref button.rect);

            if (button.pressed)
            {
                button.pressed = false;
                return true;
            }
            return false;
        }

        static void Main()
        {
            SDL_Init(SDL_INIT_EVERYTHING);

            IntPtr sdL_window = SDL_CreateWindow("Hello SDL2", 100, 100, 400, 400, SDL_WindowFlags.SDL_WINDOW_SHOWN);
            IntPtr sdl_renderer = SDL_CreateRenderer(sdL_window, -1, SDL_RendererFlags.SDL_RENDERER_SOFTWARE);

            // New Game
            button_t btn_game = new button_t
            {
                color = new color
                {
                    r = 255 / 4,
                    g = 255 / 4,
                    b = 255 / 4,
                    a = 255
                },
                rect = new SDL_Rect
                {
                    x = 8,
                    y = 8,
                    w = 64,
                    h = 32
                }
            };

            // Option
            button_t btn_option = new button_t
            {
                color = new color
                {
                    r = 255 / 4,
                    g = 255 / 4,
                    b = 255 / 4,
                    a = 255
                },
                rect = new SDL_Rect
                {
                    x = 80,
                    y = 8,
                    w = 64,
                    h = 32
                }
            };

            // Return
            button_t btn_return = new button_t
            {
                color = new color
                {
                    r = 255 / 4,
                    g = 255 / 4,
                    b = 255 / 4,
                    a = 255
                },
                rect = new SDL_Rect
                {
                    x = 8,
                    y = 8,
                    w = 64,
                    h = 32
                }
            };

            State state = 0;

            bool isQuit = true;

            while(isQuit)
            {
                while (SDL_PollEvent(out SDL_Event evt) != 0)
                {
                    if (evt.type == SDL_EventType.SDL_QUIT)
                    {
                        isQuit = false;
                    }

                    if (state == State.Menu)
                    {
                        button_process_event(ref btn_game, evt);
                        button_process_event(ref btn_option, evt);
                    }
                    else if (state == State.Game || state == State.Option)
                    {
                        button_process_event(ref btn_return, evt);
                    }
                }

                SDL_SetRenderDrawColor(sdl_renderer, 255, 255 / 4, 0, 255);
                SDL_RenderClear(sdl_renderer);

                if (state == State.Menu)
                {
                    if (button_click(sdl_renderer, ref btn_game))
                    {
                        Console.WriteLine("Pressed!");
                        state = State.Game;
                    }

                    if (button_click(sdl_renderer, ref btn_option))
                    {
                        Console.WriteLine("Pressed!");
                        state = State.Option;
                    }
                }
                else if (state == State.Game)
                {
                    SDL_SetRenderDrawColor(sdl_renderer, 0, 0, 0, 255);
                    SDL_RenderClear(sdl_renderer);

                    if (button_click(sdl_renderer, ref btn_return))
                    {
                        Console.WriteLine("Pressed!");
                        state = State.Menu;
                    }
                }
                else if (state == State.Option)
                {
                    SDL_SetRenderDrawColor(sdl_renderer, 255, 0, 0, 255);
                    SDL_RenderClear(sdl_renderer);

                    if (button_click(sdl_renderer, ref btn_return))
                    {
                        Console.WriteLine("Pressed!");
                        state = State.Menu;
                    }
                }

                SDL_RenderPresent(sdl_renderer);       
            }

            SDL_DestroyRenderer(sdl_renderer);
            SDL_DestroyWindow(sdL_window);
            SDL_Quit();
        }
    }
}