When a new Level location has been created, it needs to be assigned a map image before it can be used. This can be achieved through the Level location's Settings menu.
In the Settings Menu that appears, click on the box Map to select the file name of an image which will be used to represent the layout of the level. Choose Save Settings to make sure that the new image is saved and then close the settings. The new map image will appear on the right hand side of the view.