I don't know SMBX so I can't help you in how to do a collab in that, but the principle is usually the same regarding the platform you're using for a collab.
The first thing you'd need to consider is the timeframe. You can all be working at it at the same time, and later stitch it together, or you can take turns and send each version around and wait for each other.
Working on a level at the same time really works best if people are familiar with each others work and know the platform inside out. In your case I would choose not to pursuit this right now, but maybe for a second project.
The second option is to make something, send it to the next, they add to it, and send it to the next etc.
Having decided the method, the next phase is meeting up. This can be through chat/PM's/email/forum or face to face. In the meeting you discuss a few things.
1. What is the level about?
2. What style is the level? (challenge, maze, a story, a quest, etc...)
3. What absolutely not to put in the level?
And what else you want to discuss prior to starting.
Then someone starts on the level, and when he/she's done, the level is zipped to a .knytt.bin file and send to the next.
Everyone should be allowed to edit the other's work after talking about it.
For example: Hey StraightFlame, in room 1006x1201 you have this small corridor. Mind if I expand one downwards so I can add a screen below it?
Or to fix an SGE etc.
I hope these guids will help.