I guess this is a follow-up question to your other thread: Can I create a level and edit it purely through C++?
If so what you probably want to do instead of derive from ULevel is to create a new ULevel object instance with something like the following. The process is probably a lot more complicated than that. You could try to through the parts of engine/editor code that create levels when using the “File->New Level” approach detailed in the other responses above. ULevel has the MinimalAPI UCLASS specifier which means not everything will be exported which in turn explains the linker errors. See Class Specifiers | MinimalAPI
ULevel* NewLevel = NewObject<ULevel>(/*params*/);
if (NewLevel)
{
//do something with NewLevel
}