This is a fundamental part of your app design that should have been sorted out before you started any coding at all. If you did not do this then you may have to rewrite parts of your app, even if you do not change to B4XPages.
Yes, a KeyValueStore is designed for exactly this purpose. You need to save information that describes the state of your app when it is closed, and use this in Main to recreate that state when the app next opens. You also need to plan what happens when the User has completed the final level.
The point of B4XPages is that you never switch from one activity to another, you switch to different pages within the single (Main) activity. You will still need a KVS to remember the app state. It is a good idea, in my opinion, to start learning B4XPages with a simple app. Starting by trying to convert a large complicated app is not a good way to begin.