How to create different save files in a single game?

Is there any way to have player data save in files? Like you can select an empty file to begin saving your new stats by starting a new game or you can press on 'Load' and click on your previous game file to continue where you left off?

You'll just have to name the DataStore a different name, like this:

local SaveFileOne = game:GetService('DataStoreService'):GetDataStore("savefile1")
local SaveFileTwo = game:GetService('DataStoreService'):GetDataStore("savefile2")

And do the tasks like you did the first one

SaveFileTwo:GetAsync(playerkey)
SaveFileTwo:SetAsync(playerkey,datatable)

EDIT:

If you want someone to have 2 save files:

Clicking the "Load Save File 1" Gui that you've made LOCAL SCRIPT:

local button = --where your button is
button.MouseButton1Click:Connect(function()
local EventOne = game:GetService("ReplicatedStorage").EventOne -make a "Remote Event" and put it in ReplicatedStorage. You can name it anything, i named it EventOne.
EventOne:FireServer() --the local script tells the server that the button was clicked
end)

SERVER SCRIPT: Do your GetAsync here for the first save file.

local SaveFileOne = game:GetService('DataStoreService'):GetDataStore("SaveFile1")
local EventOne = game:GetService("ReplicatedStorage").EventOne

EventOne.OnServerEvent:Connect(function(player) --fires when EventOne was fired to the server.
	local playerkey = "player-"..player.userId
	local SaveFiles = SaveFileOne:GetAsync(playerkey)
		--the save files you want them to recover
end)

Clicking "Load Save File 2" gui that you made

LOCAL SCRIPT:

local button = --where your button is
button.MouseButton1Click:Connect(function()
local EventTwo = game:GetService("ReplicatedStorage").EventTwo -make another remote event
EventTwo:FireServer()
end)

SERVER SCRIPT:

Do your GetAsync here for the second save file.

local SaveFileTwo = game:GetService('DataStoreService'):GetDataStore("SaveFile2")
local EventTwo = game:GetService("ReplicatedStorage").EventTwo

EventTwo.OnServerEvent:Connect(function(player)
	local playerkey = "player-"..player.userId
	local SaveFiles = SaveFileTwo:GetAsync(playerkey)
		--the save files you want them to recover
end)