1. Probably all Super Mario World ROM hacks are made using the only level editor, Lunar Magic, that what I've heard STILL requires adding headers to the ROM.
(Good program otherwise, but requiring headers was stupid in 2000, let alone in 2019

)
But anyways, you'll need to use a tool to add a header.
2. However, Super Demo World: TDC is unique in that it also requires expanding the ROM to 6MB, using another tool, Lunar Expand, by the hack author.