He is following the spoke (the beam of the bear I think, with the opposite spoke being the beam of the turtle).
But the levels aren't necessarily on top or below each other in a physical sense I don't think.
Certain places and certain people or creatures come from different levels, like the little bald doctors in Insomnia being from a different level than Ralph and Lois for example. But they can be in the same physical place at the same time, where the worlds are 'thin'.
I'd really need to reread Insomnia to find the part I mean, but some levels are more 'out there' maybe, more inclined to the supernatural and our level can sometimes find one of his 'thin' spots and tap into it. Whatever it is, because even supernatural isn't quite the right word.
Where he says "there are other worlds than these", I think you can move worlds without moving levels (Scott moving from our world to Booya Moon, same level but different world) but you can also move levels without moving from your world (such as the hospital scene in Insomnia that I mentioned earlier, I think Ralph staying in the hospital but went up a level or two and then came back down, or when the children in IT do that thing with the smoke). And to complicate things even more, I think in some cases they move worlds and levels at the same time.
SarahMumsnet we really need a SK web chat so he can explain what he thinks please 