The portals to go to other maps are black circle-type things, when you run towards them, the name of the map will come up at the top. For example, from Lonely Cave, 'The Grounds' is up the top of the hill. Run into the black circle and it will give you a loading screen, and you will arrive in The Grounds. If you wish to go back, you can run into the portal you just came through. Welcome to the game, hope this helps!
