From the Super Mario Wiki, the Mario encyclopedia
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At the start of the game, Mario is shown standing in a Super Mario Bros.-esque overworld, with three Warp Pipes in front of him. Beneath him, underground, there is a series of smaller brown pipes, each stretching in different directions with different twists and turns. Sometimes, these brown pipes lead to nowhere, while they can also connect two Warp Pipes or not touch any pipes at all. However, only one connects one of the three Warp Pipes to a bigger Warp Pipe, at the exit of which stands Princess Peach. Sometimes, a Koopa Shell or Fire Flower can appear in a separate cavern.
The player has to tap the Warp Pipe that is connected to the longer one underground. When they do so, the brown pipe will turn yellow and Mario will find Princess Peach, therefore winning the game. If the player chooses a wrong pipe, the "freeze" effect activates and the game is lost.
The music playing in the background is a faster version of the Castle music from Super Mario Bros.