Super Mario Land is a linear game; you start at World 1-1, and must complete each stage, in order, until you reach World 4-3 and face off against the final boss. There are no warps in this game.
Bonus Game
The first two stages of each world end with two doorways; one on the ground, and one high up in the sky. The higher doorway can be harder to reach, but i fyou make it to the upper exit, you can play the Bonus Game. You also get to play after beating each World boss.
Mario and the ladder will switch positions from level to level. Push 
to stop the ladder, and instruct Mario to walk forward. If he encounters a ladder along the way, he will climb up or down, and continue to the right to collect whatever prize awaits. The two and three extra life prizes are always two rows away from each other. To maximize your chances of collecting one of them, try to stop Mario on the row between. Since it's more likely that a ladder will appear on your path, you may climb up or down to a better prize.