From the Super Mario Wiki
This is the last level. Mario is on top of a tall building with Donkey Kong and Donkey Kong Jr. has to, similar to the 100m stage with the rivets, move all of the keys into their keyholes while avoiding the Nitpickers and Snapjaws. This time there are more Nitpickers but they do not bombard Donkey Kong Jr. with eggs like in Stage 2. After moving all six keys into their keyholes, the platform (and cage) will disappear and Mario and Donkey Kong with both fall down. The game will then be over and will be restarted to the first stage of the game.