Hey Elvasat,
First of all, you'll have to place it in an existing level if you want the story to keep working. Fortjoy, reaper's coast,... (You can open and mod existing levels in your mod by clicking on the "Show inherited levels" button in the top-right corner of the level browser.
You can make the level separately and then in the Root Template Panel make a "Level Template" with that level's name in the Level Name property. You can then place that level as you would place an item in any other level.
For teleporting, I'd suggest taking a look at the Sandbox. It has a cave entrance that teleports you to the cave area. For that, you have to add a Teleport action to the Use Actions property of whatever you use as teleporter. There are also teleporters in the red tent in the beginning of the Sandbox level.
Sincerely,
Kevin