You don't want the physics behavior for your player or anywhere in your game from the looks of it. It's meant for like...angry birds. Use the platform behavior. C2's built-in behaviors, unlike many other programs, are actually pretty good and reliable.
As for your world, look into the TMX Importer, AJAX, and project files. You'll have to load your rooms dynamically using data from a pre-existing minimap that you can also create in Tiled or your own editor.
Start small man, you've got a long way to go.
(Great graphics btw. Also looks like a really cool MMX/Metroid hybrid.)