I have trouble playing them in regular play. could you help me guys?
Depending on what mode your playing, it changes.
If on "Level Editor"(how to just test your levels)
I believe the shortcuts are F5, 56, and 57
F5 - normal testing
F6 - 2 player
F7 - battle mode
But if you don't wanna use the shortcut keys, it's always near the top of the editor.
If on "Start Game" (how to play and make a fully working episode)
First open up the world editor(Ctrl+w)
Then make a basic map and fill out everything.(tiles, music, level tiles, ect.)
Now, make a folder inside of your SMBX folder, make sure you put it in worlds, call it whatever.
Now, put your levels in there too.
After your done that, inside the World map editor, make your level tile have the filename of your actual level.
Now you should be able to play your episode!
If you need more help PM me, ~Ly999