the level passing depends on biscuit collect, in level 2 if you collected 6 biscuits the exit door must opens, there is so much fun on next levels, you may missed this one, after you pick the axe move to the position as on the lower part of this photo, and press the dig button to reach the biscuit, the same thing on the other room, but cookies is just to use them at the shop to buy ammo and shield