From the Super Mario Wiki
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They first appeared while they were hammering rocks, wishing they had someone muscular to relieve them. At that very moment, Donkey Kong came in and hammered all the rocks, relieving them of their work. Sensing that Donkey Kong was key to their escape, they tricked him into believing that they were health instructors, and detailed their American football game escape plan to him.
In preparation for their escape, the duo practiced passing the football to Donkey Kong. Though it was a shaky start (Donkey Kong even swallowed the ball on the first pass), Donkey Kong eventually became more proficient at the sport.
During the game, the duo (whose team was already winning the game 67-0) along with Donkey Kong carried out their escape plan after the next hike. A last-ditch attempt by Mario and Pauline to stop them failed, and they used the goalpost to fling themselves over the prison wall.
The duo along with Donkey Kong were eventually caught via a spotlight. Pauline then told Donkey Kong that the duo were actually criminals, not health instructors. Angry that he had been lied to, Donkey Kong ripped out the ladder the duo was climbling, bent it into a dual cage, and tossed it into a prison truck. The exact fate of the duo remains unknown, but they presumably had additional time tacked onto their sentence for their jailbreak.