Hmm well, let's say you have one map, you are victorious and need the next map.
What happens to make you victorious? Choose an event that suits you - whether when you kill a hero, destroy all buildings (this is the melee initialization event) etc. You need to have in your triggers:
Action
- Game - set next level to C:\warcraftiii\maps\frozen throne\yourmap.w3g (or whatever the path of your map is, usually you have to complete the path AFTER maps/ because the c:\war3\.. is already detected).
- Victory - Player 1, show/hide scorescreen etc,
notice that you firstly set the next level, then victory or else - it won't work. I cannot help with storing data such as the hero in the next map to be the same level and to have the same items. Maybe it is done with save/ load cache but I haven't finished a map so far as to make this.
But if you are asking someone after finishing the first map to start from the second in bnet.. im not sure, maybe not.