Here we use a standard technique. Rather than using objects for all the different wall and floor elements, we use so-called tiles. Tiles are pieces of background images that are drawn at particular places in the room. They do not have associated events nor do they create collision. The good part is that they are fast and use little memory. So you can create large rooms without the need for large images.
Go to Backgrounds... and open "tiles"...
Set it to "transparent" and "use as tile set".
First delete the testing room you made (or delete every single object in that room!)
Create a new room. Call it "Room 1".
Add 2 more new rooms.
For each room, go to the tiles tab. Select the tiles background.
Keep selecting different pieces of the tile set and place on the room as demonstrated below...
When you're done, go to the backgrounds tab: change the background to the "sky" picture ...
...and turn off the grid to see how it would look when you're playing the game.
Add the tiles to the room, same as Room 1:
Turn off the grid and it should look like this...
Set the background to "sky" and make sure you're not missing any tiles.
Now design a 3rd room of your own design - it should have platforms, clouds, pits, ramps and ladders