This level is by far the most confusing level of Star Road, you will probably need a Blue Yoshi for this level as flying will help greatly. It would also help if the blue switch has not yet been activated. 1. Swallow a green shell and fly all the way to the top before heading right. When Yoshi is close to eating the shell he will begin to make gulping noises, so prepare to lose the ability to fly. 2. After Yoshi eats the shell, hold the B and Y buttons to drift down slowly until you see more Koopas. Swallow another shell and continue right. 3. Eventually you will reach some ground with several tubes, before encountering a Red Koopa. Swallow it and head up until you see empty blue squares, go up and go right to the Special Road entrance.
If you do not have a Blue Yoshi, you will have to fly using a cape, but it is considerably more difficult.
To continue the star road reach the normal exit by flying right.