What I usually do when it comes to loading and unloading collections is to have some kind of main/boot collection that is either set as the bootstrap collection in game.project or loaded at startup. This main collection has a bunch of collection proxies to menus, levels and other things that need to be loaded/unloaded depending on the state of the game. I usually also have some kind of controller script attached to the main collection and this controller script has the logic for loading and unloading collection proxies. I hope this answers your question.
I put together a real bare-bones example a while back. In the example I have a controller script and two collections being loaded and unloaded depending on game state:
http://britzl.github.io/publicexamples/menu_and_game/index.html