You can use the "Go to layout" when the player finished the first level. And if you have a consistent naming of all he level layout (e.g "Level-1", "Level-2"), you can use the same event sheet for each of those layouts, use a variable to store the number of the current level (e.g currentLevel) and use this action:
System > "Go to layout" > "Level-"&(currentLevel+1)
This will make your game switch from layout "Level-1" to layout "Level-2". (the '&' symbol will concatenate the number with the layout name to be loaded)