Lunar Magic requires either the American or Japanese version 1.0 Super Mario World SNES ROM, or the American version 1.0 Mario All Stars + World SNES ROM. Even if you have a level saved to your hard drive, Lunar Magic must still first open up the ROM each time the program is run to access information needed for level rendering.
Keep in mind that while game editors are not considered illegal, distribution of commercial game ROMs is. Therefore, the file does not include an actual Super Mario World game ROM. I suggest you check a search engine for other sites that may contain ROMs.
Lunar Magic: Super Mario World Level Editor (WinZip File)
Size: 1.10MB zipped, 2.29MB unzipped
Minimum OS: Win95
Updated: January 1, 2015.