How to unlock new Alleys
To unlock new Alleys, you need to increase your total number of trophies. To check how many trophies you need for the next unlock, tap Play and choose the next Alley by swiping right or by tapping the arrow to the right of your current Alley - you’ll see how many more trophies you need to unlock it.
If winning gives you no trophies, but losing makes your trophies go down, then you've reached the trophy limit for your current Alley. You need to go back to previous Alleys and check which of them can bring you more trophies.
You can switch between Alleys by swiping left or right on the Alley Select screen or tapping the arrows to the left and right of your Alley.
To sum up, increasing your total number of trophies unlocks new Alleys, and you can add to this total by winning on any Alley that hasn't reached its trophy limit yet.