You need to break the problem down into smaller parts, and then find a solution to each part within the API documentation or on the forums....it's all there.

You might start by displaying a background and creating a lua table to hold the status of each level (locked, unlocked, number of stars etc), then use a for loop to display level select buttons and text underneath depending on the status of the level.

Once you learn the basics, such as displaying objects, loops, tables, saving/loading (I recommend the Ice library for this), event listeners etc, you can program your level select screen easily.

I learnt mainly by picking apart the 'Ghosts v Monsters' sample code. I played with the code, adapted it, broke it, fixed it again, until I understood exactly what was happening and why.

If I get stuck I turn to google (much better than the search facility on here). Just type your problem with the word corona and chances are someone else has asked the same thing before.