You can create a new level in many different ways.
Go through the Main Menu, from Build select Create Level.
Right-clicking the level panel brings up the context menu where you can select the Create level option.
If the Builder Toolbox is not visible, you can enable it through the Settings Menu. Under the Level tab, in the Builder Toolbox, there is also a new button (shown below) in the toolbox that allows you create a new level.
The various level options are explained under Edit Level .