Correct, trigger_changelevel is basically your map's exit.
Create a brush, right-click --> Create Brush Entity --> Trigger --> changelevel. Then go to the "Entity" tab on the right, and give the key "map" a value which is the name of the map you want to load when the player exist your level. E.g. if you want the player to go to the start map, you'd give "map" the value "start". Note that the trigger_changelevel entity will be invisible in your map. So if you want the player to exit through e.g. a teleporter, you'd need to create a separate world brush textured with the teleport texture.
and also how to make it so when the level ends and its doing intermission it has the camera type thing, where it shows off part of the level
What you're looking for is info_intermission. Right-click where you want to add it --> Create Point Entity --> Info --> intermission. This is basically the camera that you point at whatever you want to show when the player finishes the level. See here
for more info on how to configure it further.
Note that you don't have
to have an info_intermission in your map; Quake will automatically show some part of your map at the intermission screen (I think it defaults to the position of info_player_start). But with info_intermission you can specify what it shows.