Welcome! Others connect by going to the server list, choosing your server, and pressing enter. If that's not happening, probably you are either hosting on a Local Area Network instead of the full Internet, or else your server is pinging. In the latter case, that's probably a port forwarding issue. There should be a thread or two about that around somewhere...
As for making levels load normally, they should; if you're seeing that error, it's because the levels you want genuinely aren't in the same folder as your JJ2 executable.
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