A black hole, not really a hole at all, is matter collapsed in on itself and has such a large mass that it's gravity doesn't even let light escape. Thus it's called a black hole.
According to Einstein's theory of gravity, general relativity, the presence of matter and energy warps the geometric fabric of space and time. When these folds make contact it's theory that a hole would form and you could step thru to a distant part of the universe. Except, in theory the holes that are formed are smaller then quantum particles, protons or electrons.