Hello!
There are multipe ways to solve this problem. I usually do invisible avatar (create an avatar sprite and have no color on it), then place in some place on the screen and surround with 4 invisible sprites with exit script attached to each of them OR exits. So when player moves avatar to any side, they automatically trigger exit script and move to other room. If you want exit to trigger only if player moves in specific directions, then surround the avatar on all other directions with invisible walls instead.