Here are two options.
Option 1: use code like this in your step event:
GML:
//somewhere in the step event
if (image_index > 200) && (prev_image_index <= 200) {
room_goto(new_room)
}
prev_image_index = image_index;
prev_image_index would need to be initialized in the create event as well. The idea here is that you are checking to see what the current frame is and what the frame was last step and if the current frame is above 200 but last step it was equal to or less than 200 then you know that it just crossed that threshold.
Option 2: use broadcast message. I have a tutorial on how to do so. If you're just starting, they are a little complicated and might appear to take a little more code to set up than the above, but once you understand them, they are good solution to this type of problem and far more flexible (in my opinion)