We certainly won't do it for you, but we can provide you with general directions. However, if you haven't done anything, but at the same time also claim to "have tried several methods", one of those two statements can't be right. So have you done something, or have you done nothing? If you have done something, post what you tried.
If you haven't done anything, well, you've already answered most of the question yourself, and I can only really break it down into these steps for you without outright giving you the solution:
The player has life from 0 to 100
...
when it reaches 0
...
the screen goes black
...
and starts from the beginning of the room
Do whichever parts of this you know how to do. You don't have to do everything, but do
something, whether that's checking the player's health, turning the screen black or restarting the room. Then show us what you've done and we can help you from there. If you're at least somewhat familiar with GameMaker, you'll know how to do at least a part of this - and if you don't, you should go back and study the basics rather than trying to make a game.
We wouldn't do you any favors by providing you with a solution in that case. It would be more like providing you with bricks when you're trying to build a house without understanding gravity - reckless at best and setting you up for failure in the worst case - as you'd be back even more confused and asking more questions the next day.