You're almost there Juhj. You've added the Warp object, but you need to tell it what to do. There is a file in your level's folder called "World.ini". This is where you write all the instructions that tell objects how to behave. Since you're using the KS+ level editor I'll tell you how to do it within the program.
First click on the SCRIPT button found at the middle of the right window edge. This will expand the window and reveal the script editor. (Yours may look different from mine if you're making a KS+ level.) In the middle of this pane is a row of tabs. Select the WARP tab. Near the top you will see buttons for WARP UP, WARP DOWN, etc. Clicking on WARP RIGHT will allow you to edit where the character travels to when she exits the right side of the screen. Enter a value in the field labeled X CHANGE and press Enter/Return on your keyboard. In my screen shot the character will travel 27 screens to the left after she exits to the right, so that's 26 screens left of the current screen. I know that's confusing, so alternatively you can enter the coordinates of the destination screen in the X TARGET and Y TARGET fields. Make sure you save before testing.
Here's more stuff you should know. For X CHANGE a negative value moves Juni left. For Y Change a negative value moves Juni up. Flag Warps have nothing to do with the Warp object. Hit F1 on your keyboard while hovering the mouse pointer over any part of the Level Editor Plus program to get info on what stuff does.