Changing a scene with a click of an object?

Your forgot the double quotes, so Level2 is interpreted as a variable, but there is no declared variable called Level2 in your script. Hence this variable does not exist and it cannot be called.

You need to either use "Level2" as a string or create a Level2 variable. You also need to make NextLevel inherit from MonoBehaviour, or you will not be able to use it in your scene.

 using UnityEngine;
 using UnityEngine.SceneManagement; 
 
 public class NextLevel : MonoBehaviour
 {
      void OnMouseDown ()
      {
          SceneManager.LoadScene("Level2");
      }
 }

But assigning a variable in the inspector would be better practice, as it will allow you to change the scene to be loaded without modifying the script.

 using UnityEngine;
 using UnityEngine.SceneManagement; 
 
 public class NextLevel : MonoBehaviour
 {
      [SerializeField]
      private string _level2 = "Level2";

      void OnMouseDown ()
      {
          SceneManager.LoadScene(_level2);
      }
 }