RM2k3 - In the Event Layer, right click, Place Teleport Event. Pick the place where you want the character to go to, and hit OK. XP is probably the same way, but I have no idea because the download likes to be corrupted every time I download it.

Events are just squares that can have a picture attached to them, and scripts run. A treasure chest would be an event, as would a doorway that teleports you to another map. Just use the event layer and double-click the square on which the event should be run.