The Minus World was originally a glitch in Super Mario Bros. that would take the player to the illegitimate World 36, whose graphic was a blank space. It was intentionally added in Mari0, and it is easily creatable for a custom mappack. It occupies world M, presumably for "minus", so the file names would be "M-#.txt". It can only be reached by Warp Pipe, since Animations will not accept M for the world.
Mari0: SE Edit
The Minus World is not in Mari0: Special Edition, because the Mari0 into Mari0: SE converter ignored the "M" world. It's can be fixed by remaking the minus level in a level, and then change the world number in explorer into M.