A hex editor is just a thing for viewing files. Depending upon a the game a dump of any of those could house the level data, though I would only go poking at SRAM for those games with custom levels you can save. Also rather than VRAM I would probably look to the system RAM/WRAM.
For the most part though you will want to find the location and storage method in the ROM itself. Is Mega Man World 3 the gameboy entry? I have not heard it phrased that way before if so.
Sadly the wiki here and documents don't list anything and the hacks here are similarly not for the levels. I don't know where megaman hacking goes down these days (at one point at least it had a fairly dedicated following) so I can't check their sites. The first GB game is listed here but not really with enough info to be terribly useful.
What have you done to try to find the level data? Just going through with a hex editor is quite tricky and probably won't get you anywhere fast. There are things you can do without assembly skills to find the levels, and once you do you can get fairly far poking it with a hex editor. I would however suggest some assembly knowledge here.
I watched a video and there are a fair few scrolling levels, though still like the earlier game in that you switch between rooms. Not all will but most games that have such rooms will tend to treat said rooms as individual levels unto themselves. This can be useful then if you are in a level and can swap between rooms easily. Do this and you can reasonably easily see the sorts of functions being loaded, areas of RAM being written or parts of the game referenced at a given point. If you find it in RAM I don't know if it will show edits in real time.
I could cover some of the general ideas of level formats (some will be different "layers"/sections for background, platforms, enemies, pickups... where others will be in one) but I am not sure it will help that much at this point.
Anyway I am waffling so I will leave it there for now.