There are a few tricks to loading networked levels in the Unity game engine. If you just use
Application.LoadLevel, you'll encounter a number of issues; specifically you may find that a client connecting to the game won't see any objects that were instantiated via
Network.Instantiate. The reason for this is because the level loading process doesn't happen instantly—it actually takes two frames to complete. This occurs after the list of networked objects was received, so the load process will delete them.
Application.LoadLevel is purely client side. Unity imposes no limitations on which level a client or server loads in a networked game. In fact, it's entirely possible that you might have different levels within ...