Highlight the tiles in question, go to tools, and check the option 'exit'.
They should be green when active as exit grids.
To get it to work use the trigger, "Toggle Exit Grids". as the action and then a new trigger with condition 'all alive at exit grid' and the action 'end mission' (world map, victory, menu).
To get rid of exit grids, highlight the tiles and select 'not exit'.
There you go. Have fun.