This is a pretty simple thing to do in ISD SMBUtil. The first thing you want to do is to press this button to reveal the sprites, which the warp pipe information is stored as for some reason.
Then, locate this block, normally placed nearest the warp pipe, labelled "room change" (careful, in some warp areas there are two stacked on top of each other. There's no harm in moving them about, as long as they remain within the screen-and-a-bit that is loaded when mario enters the underground section) and double click on it to view the object's options.
Here, these three options are the only ones you'll need.
"World" selects the world the warp will work in, allowing some areas to be reused in other worlds (hence why some warp zones have two or three of these blocks on top of each other). If the level that has the entrance to this area is 3, for example, you should set this to 3 so that the pipe actually works. If mario is in world 4 and the setting is incorrectly set to any other number (that will
happen if you don't check these regularly), mario will just loop infinitely.
"Room" is the level Mario will be spat back out into, allowing for bonus rooms to actually lead into other levels (something I often use myself). "25", as it is set to here, is 1-1. You can look up the level codes in this menu:
"Page" is just the page of the level the exit pipe is in. You can change the location of the place mario comes out of, by going to edit>header>Position and changing the co-ordinates from the presets in the menu. The only two you will need are V=10, H=1.5, or two blocks above ground and three blocks from the left screen edge, and V=-1, H=1.5 which is dropping from the ceiling.
The way these work is that the moment one of these blocks is loaded into memory, the output of all
the warp pipes in the room change. You can't make it so that there are several pipes on one screen that go to different places, but if you send multiple of these into one level, you can have them change between pipes (ala 8-4) so that one level can have several bonus rooms.
This is a very brief and pretty awful explanation, but if you can get your head around it, I'm glad I helped.