Challenge Mode contains some challenges the player can choose and play. These challenges usually offer a twist on the game's regular gameplay, mostly by changing certain mechanics or giving certain restrictions to the player.
All of these challenges have pre-generated map, so the layout is always same every time the player plays it.
↑"My current plan is to unlock challenge maps as you discover stuff in the main game. So for example, you wouldn't unlock the grappling hook challenge map until you find the grappling hook in the main game. I'll probably end up making some challenges unlock by other means, like reaching a certain point in the main game or beating other challenge maps. So while some challenges may be locked behind beating the game, most will not." - Baldi's Basics Plus Steam Community Hub