From the Super Mario Wiki
World-e is a bonus world, which has a island shaped like a lowercase "e", found only in Super Mario Advance 4: Super Mario Bros. 3. The world itself is separate from the main adventure, and can be played at the player's leisure. Although it sports no standard levels within its vicinity, World-e features a Warp Zone that can warp Mario and Luigi to brand-new levels, provided the player has scanned and loaded the appropriate level cards with an e-Reader.
Hidden within the new levels are Advance Coins. If the player accumulates enough Advance Coins, they will gain access to the three Toad Houses in the area, where they can play Minigames in exchange for a few of their grand total of coins from World-e. Unfortunately, due to the limited support for the e-Reader outside of Japan, non-Japanese players can access fewer levels and only enough Advance Coins to enter the Blue House (a digging minigame). Japanese players can get enough to open the Red House (ball-throwing minigame) and Yellow House (a Balloon Fight minigame, except going up and with a P-Wing).
Certain levels have an e-Coin hidden inside them. e-Coins are usually well hidden, and can only be collected once. They are then put on display in the World-e Castle. However, due to the premature cancellation of the e-Reader outside of Japan, only three e-Coins can be obtained elsewhere – the Mushroom, Super Leaf, and Starman e-Coins. Japanese players were able to get the Fire Flower, Mario, Luigi, Toad, and Princess Toadstool e-Coins along with the first three.
It is not to be confused with the e World or Mario vs. Donkey Kong, which only opened up via rare e-Reader cards.