To create a screen transition, you have to link a source (component or screen) to a target screen. Change to the Prototype view and select the component (or screen) and press the L or click on the Add Action button in the properties panel. Now you can select the target screen.
Once you have created a link, the Add Action button will disappear in the properties panel, and you can configure certain properties of the link, for instance, the animation and the user event that should trigger the screen transition. For screens, you can also create timed transitions to create splash screens.
Hint: To clean up the design, you can also place waypoints by clicking on the canvas