Go into your actor, give it the display text behavior, then write whatever you want to write. You can make the actor invisible showing only the text by going to colors and changing alpha to 0.
You need to create a rule in an actor in each scene (it can be invisible, or you could put it in each scenes background image if you have one) and on that rule you need to change attribute "Display Text" to be the scene name.
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I can't seem to find "scene name" under formula thingy.