You’ve gotten all of the stars outside of the volcano, so it’ll finally be time to head inside the volcano. The path with the pyramid-shaped platforms (right at the initial fork) will be the easiest way to get to the volcano, so jump inside once you get there. Upon reaching the inside of the volcano, you will see two paths before you, one of which leads to an elevator and the other is a normal path. Take the normal path for now, which is pretty uneventful besides the fire jets coming out of the wall. Eventually, you will reach a Bully, but you can ignore it and just run past it.
The ledge just past the Bully, though, will have a piece of the wall attempt to crush you whenever you get close. Past that, you will have some pretty small platforms, one of which will have a spinning heart if you are in need of some health. Continue slowly ascending the inside of the volcano, with some more flamethrowers and another Bully being obstacles. There will be a lavafall here, as well as a small bridge of sorts, so be careful to not get knocked off, as it’s a long way down at this point. You’re almost at the end now, as just past the lavafall, will be some poles you can climb. Note that the highest pole here will have a 1-Up at the very top. Jump off at the end to find the star waiting for you.