I need help with warping, I'm not good at this...

Hey, how do I make it so if you walk off one side of the screen, it sends you back to the beginning of the screen?  Like, if there was an open room, and you walked off the right side, how do I set it to make me go back to the left, as if I went into a new room?  I know it has something to do with that box with the arrows pointing four directions (I used the level editor on previously made games), but apart from that, I'm confused.  Can anybody please help?

Watch the tutorial videos. Especially the one titled warps.
There is also a part in the PDF manual that explains this.

object 20 from system bank is warp. put it somewhere on the screen, doesn't matter where. go into the ks manager, and click where it says warp up, down, left, right. put the coordinates of the screen you want to loop in for warp left and warp right. so if you're on 1000x1000y, go to warp left and change it to 1000x1000y and do the same for warp right. i hope that wasnt too confusing.

Or in the ini file type the following:

[x1000y1000]
WarpX(R)=-1
WarpX(L)=1

You still need the orange four-arrow square.