It just sends me to the opposite side
The wormholes are currently not yet usable. This will probably be possible in a later version of Space Engine.
Here is the 'Interstellar' addon: http://en.spaceengine.org/forum/17-3260-1
It includes wormholes.
SpaceEngineer's latest version of this addon can be downloaded here: http://en.spaceengine.org/forum/17-3260-63124-16-1462023962