You'll have to be a bit more specific, and in the future it would help to have pictures. But here are some things you should check:
1. Does an "event" exist for these exits. In RPGMaker/Pokemon Essentials most things need to be told what to do. Even if a place looks like a building and has a clear exit, you still need to make an event which will teleport the player to another map. If you're not sure what I'm talking about, I suggest you watch some Thundaga videos, they are really fun and can teach you a lot:
View: https://www.youtube.com/watch?v=LveDeFobPhQ
2. If there is an event, does it have a transfer player command inside? If not, you need to add that and assign a location for the player to be moved to.
3. Is the event set to activate on touch? In the bottom left of the event screen you should see a box called "Trigger". This is where you select how you want the event to start. For things like NPCs/Characters, you want "Action Button". That means that what inside that event will happen once the player tries to interact with it. Like with NPCs you want them to talk to you when you try to talk to them with the action button. But for exits and doors, "Player Touch" or "Event Touch" (I honestly can't remember which, but I think both will work) is more suitable. It means that once the player touches the event, the command inside, which tells the game to teleport the player to a new map, will start. This is perfect for doors and exits since you expect them to work just by walking over and touching them.
Hope this helps! Good luck with your game!