There are many diffrent ways but the most common is to place an entity that will serve as trigger , when the player collides with it (with ent_move/c_move , event_entity or event_impact is triggered) it executes 'load_level' function (or was it level_load?)
I'd do it using two vars , if a player.x is more than , and less than (same for y) load_level...
Check in the AUM , I think there was something about changing levels + carrying your items (using the templates) with you.