I'm a complete noob. I found lots of people asking "how to fade from one scene to another," but never found an answer. Now that I've figured it out, I'll post an answer. Here's what I did, and it might not be a GOOD way.
In the editor, set the scene with "Loop 1", and check the "Trigger" box.
Under Steps, put 1 step. Set the "Fade Time" to how long you want the fade to take. I like 1 second. Set hold time to 0.
To run your show, select the Live tab.
When you select the scene, it will now gracefully fade from whatever scene WAS selected to the scene you just clicked.
(I'm sure I'll learn lots of better ways.)