First, you'll need to unlock these levels.
There are 3 secret scrolls to unlock the 3 secret levels of this DLC. The first secret level, Nether Fortress, is unlocked on the Basalt Deltas level. The second secret level, Crimson Forest, is unlocked on the Warped Forest level. The third secret level, Soulsand Valley, is unlocked on the Crimson Forest level.