Well, actually, that's a different area of a level. Generally speaking (in the Super Mario Bros. sense), a level consists of many "areas" with things like goodies, enemies, save points, and so on. Eventually, the level ends at the finish point, and this is when you move on to the next level.

But you can do more with Gamestudio than create these kinds of "linear" games. You can (with a little effort, ) create very open worlds, with tons of possible places for the player to go to. You might create a world that has many different exit points, or maybe (in the case of smaller minigames) no exit point at all, and have the player keep going until a time limit expires.

Code:
void main()
{
    cout << "I am MrCode,";
    cout << "hear me roar!";
    system("PAUSE");
}