Press ~ to display the console, then type "map [level code]" using the following information to skip to the corresponding level:
 
Name Level code
The Swamps xswamp
Sewers xsewer1
Waste Sieve xsewer2
Outer Compound xcompnd1
Inner Compound xcompnd2
Core Reactor xreactor
The Warehouse xware
Intelligence center xintell
Industrial Facility industry
Outer Base outbase
Water Treatment Plant w_treat
Badlands badlands
Refinery refinery
Lower Hangars xhangar1
The Hangars xhangar2
Strogg Freighter xship
Cargo Bay xmoon1