Add actual function to the menu (scenes dont load)

Assets/Script/ButtonToScene.cs

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+using UnityEngine;
+using UnityEngine.SceneManagement;
+using UnityEngine.UI;
+
+public class ButtonToScene : MonoBehaviour
+{
+    public string sceneName;
+
+    void Awake()
+    {
+        gameObject.GetComponent<Button>().onClick.AddListener(() => {
+            SceneManager.LoadScene(sceneName);
+        });
+    }
+}

Assets/Script/ButtonToScene.cs.meta

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+fileFormatVersion: 2
+guid: 1a45465fc8803364d968dc6bec70fca8

Assets/Script/MainMenu.cs

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+using UnityEngine;
+using UnityEngine.UI;
+
+public class MenuScript : MonoBehaviour
+{
+    public Button exitButton;
+
+    void Awake()
+    {
+        exitButton.onClick.AddListener(() =>
+        {
+            Application.Quit();
+        });
+    }
+}

Assets/Script/MainMenu.cs.meta

@@ -0,0 +1,2 @@
+fileFormatVersion: 2
+guid: dc00c72751f7f964cb9a814113093672