The idea behind this feature is once you have created your first map, you will be able to see the edge of it to extend it and create another map link to the 1st one.

Information :
Create the 1st map.
When you create the 2nd map, have an option to be able to see the North, South, East or West of another Map.

Add a connection in the map that will allow to move from one to another (way path / Tunnel.. etc.)