For Level 31, Nazi Castle
you have two choices:
one, you find the key's to open the gate to the brige,
which you must cross
if you wish to go to the NEXT NORMAL LEVEL
by going on top of a large Treleportation Platform

*to go to the NEXT SECRET LEVEL:
simply lok behind you when you start to see a trench-like area
and go left and into it and down the stairs
where you will find a flaming protal
go up to it
and press the action button
You then are transported to Level 32

Level 32: Rommel's Hell House
here
you must find a way out
in order to do so
you must kill Four HITLER CLONE CYBORGS
who are detained in cells/cages
found at the end of the level
you must kill them all
to open corridor leading to the exit