How are you supposed to make a level and when you enter a link in it this link transfers you to a new overwrited world in the SAME level? Sorry if you didn't understand me, i mean like how it was done in Sack Knights level, play it to understand what i really mean 

Anyone,please 

Since i dont know what you really mean and dont have the time to play the level, i will answer out of the blue.

You can use the teleport tweak for the sackboy or generate sackbotdoor (if using sackbot) to port the player to another part of the level.
The unused parts of the level are perhaps destroyed via destroyer tweak.
The new parts could be created with creatinator.
(i dont work this way because of possible issues but the possibility is given. Sometimes the creatinators just didnt work for me if the level is to complex)
If there was a loading screen, it may be solved like a black screen that follows in the first layer the player/sackbot that is usually transparent except for transport time.
Likewise you can use movie camera. (I dont use because it is buggy on my system and dont do the "cut" magic.)

There is also possibility to use the level portals or endgates to port automatically to the next level, but that would include loading time. (If i understood properly, this should not be the case what you want to do)
I personally would prefer this way to prevent issues with whatever may occur while using complex solutions.

That's not what i meant by. I mean you go to a level link that transfers you to an overwrote world, and while you transfer there is a loading screen
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Tutorial posted down this comment

Never mind just learned how, i will be posting a thread about how to do it

It is posted, feel free to look: https://littlebigforum.net/index.php?t=4638

It is posted here: https://littlebigforum.net/index.php?t=4638

This is posted because i learnt how

And i want people to also learn

Is it for LBP Vita?

I don't know what are the features in LBPV, but does it have the feature of making the level a sub-level?

So.. just using a level link linking to non visible levels.

Yeah...