It might depend on how you extracted the stuff from the torrent. Levels need to be in their own folder in the Worlds folder. The "Map.bin" and "World.ini" and possibly subfolders will be there that contain what makes up the level. Something like:
Knytt Stories\Worlds\<Level Folder A>\<level content>
Knytt Stories\Worlds\<Level Folder B>\<level content>
Something like this will never work:
Knytt Stories\Worlds\Extracted Files\<Level Folder A>\<level content>
Knytt Stories\Worlds\Extracted Files\<Level Folder B>\<level content>
If you can, tell us whether the folders are empty, or even in the right place (although it sounds like they might be). It sounds a lot like a bad download, which is possible with so much data. But the position of the files is very important, so it's best to check it first before you bother downloading again.