It sounds like you may have made some changes to the build/level/lighting/etc settings. The best advice I can give without trying to figure out what you did or didn't do, is to uninstall and reinstall the program. Then, without making any changes, build your level using the defaults. All (or most) things should work fine. Then you can make changes one at a time later to suit your needs.
This much I can tell you for sure:
1. Don't use shaders.
2. Leave a level space between ceiling and floors if you want them to have different textures.
3. The best tutorial you will find is the full manual in the TGC directory.
4. If by connecting maps you mean levels, then the use of a winzone will progress the game to the next level. Place your levels in the order you want in the build game dialog.
Best.
The forum provides a means to hide our true identity. Too bad we always screw up and let it be seen.