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You have to collect the gems in order to go to the next room. Every zone is divided in 3 levels in which you have to collect 1, 2, and 3 gems respectively. If you were still having troubles, it may be solved by restarting the level or returning to the menu.

Or maybe you mean that you were at the final room of the level, there you just have to press E for 2 seconds near the altar that is there.