I think there's a NOVA special that talks about this.
IIRC, the main problems are:
- these wormholes are microscopically small, so far too small to be of any practical use
- there's intense radiation, so anyone that goes through would be cooked to death
- the wormholes only exist for fractions of a second, something like the Planck time
Furthermore, I think quantum entanglement doesn't have anything to do with this.
It's thought that wormholes -- if they exist at all -- occur naturally at super-microscopic scales, at the level of quantum foam. They pop into existence and then pop back out of it, all on their own:
The quantum foam hypothesis is sometimes used to suggest that tiny wormholes might appear and disappear spontaneously at the Planck scale, and stable versions of such wormholes have been suggested as dark matter candidates. -- Wikipedia
But in direct answer to your question:
Theoretically, a wormhole might connect extremely long distances such as a billion light years, or short distances such as a few meters, or different points in time, or even different universes. -- Wikipedia
There is currently no even semi-plausible way to accomplish this, or anything like it. Doing so probably requires discovering matter than has negative mass (aka "exotic matter"), and then almost literally fighting and defeating a black hole.
None of this has ever stopped a sci-fi author from using wormholes in a story. Don't let it stop you, either.