Cannot is a single word, not a combination of can and not. It should be "We cannot do what we wanted to do." Since melakukan is used, I believe "could not" would be even more appropriate.
What's the difference between apa and apa yang?
is there any way to go back to a lesson or level you have completed?
Yes, you can continue playing any level, just click on it. But they become easier again, sadly, because the multiple choice questions appear again.