Go to this
thread
Scroll down to the download links and choose the one you want to use
Download it
Use a file extracting program (preferably 7-Zip) to extract the .zip/.rar/.7z file (make sure it is in a folder where you will easily be able to get to it)
Click on the green mushroom that says 38A
You can also get SMBX2 from
here and the steps are similar
Note: SMBX2 and and SMBX 1.4 are different engines and content made with one is not compatible with the other engine. SMBX 2.0 is recomended as it is the main version in this community and is a continuation of SMBX 1.3.0.1, so you will be able to play episodes from that version (and earlier).