Order a Lemming to start building the bridge above the hot molten lava. You haven't any Diggers or Miners, so you don't have much choice but to utilize a Blocker behind the Builder. Use your Builder to build up the necessary ramps across the different floors of the level. Once the pathway has been made, utilize another Builder to construct a staircase above the Blocker, so your Lemmings could reach the exit. Blow up the Blocker to finish the level.