You'll want to press
and open a level ideally between 25-FF or 13C-1FF for your side room. If there's anything there, Ctrl+Del will wipe it out so you can make a new room. I don't recommend the other levels because 0 and 100 are bonus rooms and the rest can be accessed from the overworld, so by using 1-24 or 101-13B you are taking away from how many levels you can plan to fit on your map.
You link your level to this one with
, and then in the new room you just started, press
and you can set up the way Mario enters the room. You can now go into sprite editing mode
and drag Mario's entry point so you don't have to play with numbers to get the positioning. If Mario returns to the level he came from, you can set up secondary entrances with this prompt
Doors and exit-enabled pipes will let you use screen exits, but there are also "teleport blocks" you can insert if those don't suit your needs.
Just look above you...
If it's something that can be stopped, then just try to stop it!