how to create menu and appears when press esc?

pressing Esc to pause the game and receive the game menu and the pending missión.

Please in the future make your question more specific.

For the pausing of the game you can do something like:

if(Input.GetKey(KeyCode.Escape)){
   if(Time.timeScale == 0){
      Time.timeScale = 1;
   }
   else {
      Time.timeScale = 0;
   }
}

For the ingame menu do use OnGUI()

void OnGUI(){
	if(Time.timeScale == 0){
		//Display your gui.		
	}	
}

Here the methods you can use with OnGUI(): http://unity3d.com/support/documentation/ScriptReference/GUI.html

For the pending missions do the same as above.