Is it possible to travel between the Worlds?
Dungeon is one World within a Multiverse of interconnected Worlds, each with unique challenges, personalities, and laws of physics.
It is possible to move between them. However there are consequences of which to be mindful. You're unable to bring any Items with you when you leave Midgaard. TriadCity and Midgaard have concepts of levels, attributes and Skills which Dungeon does not.
The most important difference is that in different Worlds death has contrasting consequences. In Dungeon, death is inconvenient, but your character is "reincarnated" automatically. In TriadCity, death is permanent. The laws of physics of the World you occupy at the moment of your death are the ones which apply.
Still. Explore! Just always be mindful of the consequences of journeys through the portals.