You mean world 4? You have to go to world 3-4, go through the castle (it has a dark background, if you don't see anything, try to toy a little bit with your brightness control) and beat Bowser. There's also a secret passage in world 1-2. Go there, and when you see the sign "Hardcore zone is near", there's a ceiling made out of blue blocks. Jump to the last two blocks and hold the up button. Mario will go to the ceiling and warp to world 4-1. If there's no sign, then the passage isn't there too!