Ah, I think I've seen the Youtube video people are coming from.
Here's how to play this
* 2 Player Co-op Quest can be downloaded here
* It's a ROM hack of Super Mario World.
* To play it, you first need a clean (=unmodified) Super Mario World ROM. (we can't help you get one; you're on your own there). You can check if your ROM is clean using this tool
* The download of 2 Player Co-op Quest is a .bps file, which means it's a patch that contains the changes from a clean Super Mario World ROM.
* You can apply the patch to the ROM using FLIPS (see this tutorial
* You can then play the ROM in an SNES emulator.
* If the patching didn't work, your ROM may not be clean (see point 3).
(* This thread is actually about the sequel, 2 Player Co-op Quest 2.)