You've got the right idea so far. Create all your scenes in the Unity Editor (either with cmd (OSX) or ctrl (Win) + n or from File->New Scene).

Create the scene order by opening the build menu (cmd/ctrl + shift + B or File->BuildSettings...) and dragging scenes from the Project view into the build menu. You can change the order by dragging them up and down in the build menu.

You can now load new levels using the Application.LoadLevel() function. You can use either the scene name or its order in the build settings to determine which level to load. A simple example follows:

var levelToLoad;

function OnTriggerEnter (other : Collider) {
    //Check to see if a player entered the gate, rather than some space debris.
    if (other.gameObject.CompareTag("Player")) {
        Application.LoadLevel(levelToLoad);
    }
}

Where "levelToLoad" is either a scene name (enclosed in quotes) or a number. The variable can be set in the script or in the inspector when the script is added to some GameObject (in your case, a gate).

One caveat: be sure you've read the collision detection matrix here to ensure you've added the correct components, or else OnTriggerEnter won't fire at all. If you have questions about that aspect of the editor or have trouble understanding the documentation, it would be best to search for or start a new question on that topic. Here might be a useful place to start.

You need to add to both scenes to the build settings.

You can use Application.LoadLevel to load your other scenes on demand.