Let's say we want to have 3 Levels in our game.
First step would be to create 3 Activation Regions.
We decide that the first region will be our first level, the second, our second level and the third, our third level.
The idea is that we will have to "link" these three regions : Region#1 will follow Region#2 which will follow Region#3
Region#1 ---> Region#2 ---> Region#3
Actually in GE, right-clicking on an Activation Region shows you a dialogue which says "Remove Region".
Another feature could be added, for example "FOLLOW LEVEL"or something like that.
So, we right-click on the first region, choose FOLLOW LEVEL (a colored line just like the ActivationRegion one appears) and we click on the second region. We right-click on the second region, choose FOLLOW LEVEL and we click on the third region.
So, till now, we have pre-established that Region#1 will always follow Region#2 which will always follow Region#3.
We will then have to determine an action that will activate the Levels.
Let's say that if our actor in Level#1 collides with a door, Level#2 is activated.
So, onCollision event > Action "CHANGE LEVEL" (A dialogue like the CHANGE ANIMATION dialogue opens with options FORWARD, BACKWARD and LOOP).
As the levels are already programmed, you would be able to shift easily from one level to the other, loop, go backwards etc
Maybe that needs refinement, but it's the general idea.