So after a lot of confusion and pressing buttons and clicking things I figured out how the warp works. It will be explained in very described steps (since this trick is so short and simple) as seen in the world record.

1. Enter the 1st level and hold right

2. Let the first enemy kill you

3. When the death screen showing your lives pops up press 4 on your keyboard (top or num pad both work)

4 hold up and right to get the air jump and land on the top of the level