Hi, all raids (levels) are started from within your village. To start a raid you need to unlock one of the ships using some resources and a map to that raid island. Maps to new raids are found inside other raids by killing a special mob or finding a specific place.
Your very first raid is automatically unlocked and can be started by traveling with the second docked ship from the right in your village. In that first raid you will have to find the map to the second raid ;)