Grammar check "from the" or "in the"

While "from the previous screen" is possibly ok, I'd use "on the previous screen".

are there any difference with "from" and "on"?

Yes, depending on context.

For example

The names were copied from the previous screen.

but

You should change entries on the previous screen.

With "from the previous screen" I get the impression that you first copied the entries and then you changed the copy, not the original. I could be wrong here.

ok, that is actually an instruction for a software installation.

So you're already on the next screen, and it says that if you wish to change some settings, you may wish to go back by clicking the previous button.

you think it's "on" the right particle here?
thanks

On is the correct preposition.