Just like switching between maps. If you don't have any colonists on a level, there should be an opaque square at the top, the colonist bar.

This does not make sense to me...I cant figure out how to switch levels.

OK I had to ask this too.

So, go to options and key bind the go up and down levels.

Then build some stairs either going up or down and then tell a pawn to climb them. That'll get the game to load a level, then you can go up and down the levels with your new key binds.