It does have.
Let's take a new empty project.
You have an even sheet 1. In the "Projects" window on the right, right click on the folder "event sheets" and "add event sheet".
Go to your empty event sheet 1, right click (in the page, not on events or action) "include event sheet". There you can choose event sheet 2 (obviously, since we're in event sheet 1)
Now, for event sheet 2 to be "global" you would have it to refer to objects that will be used everywhere through your game.
So let's pretend that for each stage you would use a different layout (like one layout is level1, the next one is level2, etc...), the objects concerned by event sheet 2 should have the same name in each layout (ex: sprite "Character", sprite "Obstacle", keyboard "keyb", etc...)
New to Construct ? Where to start Please attach a capx to any help request or bug report !