After going through all of the necessary formalities, Jack and the crew were led to a designated teleportation room.
Technically, one could enter the Challenge realm from anywhere. The Artica realm was divided into multiple levels, with each level allowing only those of a certain cultivation level within.
To go from one level to another, they would need to pass through a trial, which was something which would occur in the Challenge realm. As soon as anyone felt like they were ready to go to the next level, all they needed to do was reach the peak of their existing cultivation level and try to break through.
They would be transported to their trial, and if they succeeded, would not only enter the next level, but smoothly enter the next cultivation level as well. This somehow avoided the tribulations for certain realms as well.