The portals at the end of every area have been deactivated and you need to guide at least one lemming to the exit door to reactivate the portal.
Spawn the Lemming-Hatch at the start of every area by choosing an area with your mouse and confirm the position with a left click.
Then, as long as a lemming is in range, the GUI to give them commands should be visible, click on a command and then on a Lemming to issue that command.

In the mod settings you can switch to sandbox mode which will give you a wand to spawn Lemmings with.
You can also take the spell out to build other wands with.
Have fun :)

Thumbnail base art provided by Keith Sammut
He also helped me with some problems regarding the stairs, thanks.