Tried to make levels more entertaining when doing so does not lose time. Note to everyone: don't touch 4-1 with a 20ft barge pole if you don't want to lose time.
The zip file from RHDN is a zip containing an ips file (used to patch the hack onto an original ROM) and some text files (distribution licenses). You'll need to extract it to get the ips.
You will then need to somehow obtain (I cannot advise on how) an original ROM of SMB. One known good dump is Super Mario Bros. (JU) [!]. There are various tools to patch the ips, such as https://www.marcrobledo.com/RomPatcher.js/
Maybe I'll explain more: you first need to get the Super Mario Bros. ROM: either dump from the NES cartridge ( https://dumping.guide/carts/nintendo/nes ) or find it online (besides the GoodNES Super Mario Bros. (W), there's also No-Intro Super Mario Bros. (World) and TOSEC Super Mario Bros. (1985-09-13)(Nintendo)(JP-US) - what matters is that the SHA-256 should be f61548fdf1670cffefcc4f0b7bdcdd9eaba0c226e3b74f8666071496988248de, and you can check that with 7-Zip.
Then you can open the ROM in a NES emulator and replay this movie in FCEUX too ~~since I assume its display doesn't go graey for some reason~~. Also it looks like I don't know how markup or links work oops.