Hi Demonicated,
You can specify which GameMode is being used for each level through the World Settings under Game Mode. When you change levels, you can assign a different GameMode, Controller, etc in that level.
For example, below I have a level called GameMenu where I use Menu Controls for the player.
When I select a level from my GameMenu and open the level, I transition to MyGame mode and PlayerControls.
Hope this helps!
-W