There is a little bit of setup: In the Frame Properties set Virtual Width to "-1". This means that the frame is infinite on the X-axis.
Then in the Layer settings(if you cannot see the layer window hit CTRL+K) check Wrap Horizontally. When this layer has fully scrolled it'll repeat itself.
Lastly on the player object(or whatever you do no want to scroll ex. Lives, Score and such) uncheck "Follow The Frame" and they wont scroll along. I also keep the player object on a layer above the scrolling background.