But, if you really, really, REALLY want to play battles in SMBX2, add a folder called "battles" to the data folder and add your maps. These maps have to be in the old LVL format, and as I mentioned they are a buggy mess, so as mentioned I'd recomend downloading TheXTech and playing them there.
(Cue an X2 developer coming to murder me for saying how to add back this feature)