Did you check the utilities section?

Which programs did you download?
SMB3 Workshop by Hukka is a level editor for SMB3 and you can do everything you need with that one program.
The SMB3 Map Editor by Beneficii, as the name suggests, is a program that provides you with all the options you could want to edit the World Maps.
As far as SMB3 hackers are concerned, everything we need is available right here at your friendly neighbourhood Romhacking.net. :thumbsup:
The only real SMB3 program that isn't available here is Vegas by DahrkDaiz, but you can find it by using Google.
As for graphics editing, I recommend using a regular graphics editor such as YY-CHR or Tile Layer Pro. I actually use both of those programs interchangeably.
As for music, you'll need to use a hex editor. I recommend downloading the FCEUXD emulator and using its hex editor. Any changes you make are applied to the game as it is running, and you don't have to save those changes if they don't work out! :happy:
Best of luck!