I've seen plenty of people ask me and other map makers about this topic, so here, I'll tell you what'cha need to do :U
Step 1) Open up one of the two or more maps in FH map maker.
Step 2) Go to where you want a person to appear and write down the coordinates.
Step 3) Open the map that you wish to link to, and then go to the object tab, you should see this.. (Don't mind my purpleness >V)(Where stuff is black, it means stuff is going to be blank :P)
(http://img42.imageshack.us/img42/3152/map2r.png)
Step 4) Write the name of the map your linking it to here
(http://img233.imageshack.us/img233/2716/map3w.png)
Step 5) Put in the coordinates you gathered earlier, in my case, it looks like this.
(http://img832.imageshack.us/img832/4184/map1q.png)
Step 6) Press "New Gate" to make either a portal appear, or check the Black Material box to make a cave entrance like the one at Ficho.
Step 7) Place the portal. It acts like an object. In the controls area, you can use the Y-scale on the object to make it larger or smaller. You can also use Pitch, Yaw, and Roll.
Step 8] After you place it, write down the coordinates from THIS map on where you want them to appear when entering, and save.
Step 9) Go to the other map, and repeat the procees. Remember to put the portal/cave entrance near where you put where your character appears at!
I know many people were wondering about this, so I helped!~ :D Hope this helps. If you have any questions, ask here or PM me about it.
EDIT:~
(http://img543.imageshack.us/img543/5654/blehm.png) (http://imageshack.us/photo/my-images/543/blehm.png/)
When entering a name for the map your linking it to, you MUST link its Map Name, and NOT its Map Display Name. You must match it perfectly, because its case sensitive!