Free Roam, Open World How To

I love this game! Its amazing, I love how they used the music from the movies and everything. However.......I just want to know one thing. I only gave this 4 stars because I dont know if there is a free roam or a open world on this version, or whatever. If there is, could someone tell me how to get to it? Ive beaten all the levels... This game is worth the money, but I really want the free roam.

(The) Doctor about LEGO® Marvel Super Heroes