Once you beat all of the normal 4 worlds (Goblin Caverns, Ancient Ruins, Sea Town, and Sky City), you will find the final 5th world, Temple of the Frog, on the map. However, to enter this world, you must have collected at least 50 coins throughout the game. Once you do that, you can enter Temple of the Frog, and face the final boss of the game: Mr. D!