I am testing a single player map I have made.
Which entity or trigger tells the player that they have reached the end of the map or level?
I can't seem to find this simple instruction anywhere.
Also, is it possible for this to happen when the player walks through a door and they hear a custom sound file?
I am sure there is this instruction somewhere. Please just point me to it.

Wrong forum.

game_end is what actually ends the map. You can also use a point_clientcommand and execute "disconnect". I don't know if there is another method.

ambient_generic will play your sound, just make sure it gets included (preferably using Pakrat or BSPZIP) with your map with you distribute.

If you want to add an elevator, you can use the prop_instance's (guide somewhere around here)

Check my signature, it has info on how to use the elevator instances.