New Super Mario Bros. Wii (also known as NSMB and NSMB Wii) is a very complex game and I cannot find any of the cannons. Do I need to take a secret exit for them, or do I buy them with starcoins?
Star Coins are simply collectible and unlock levels after you've defeated the main boss level.
Secret exits are what you are looking for. Try looking for subtle hints that something is different in the game. Run into areas that look like walls but might contain a secret. Try to jump to places you'd never thought of before. Walkthroughs can sometimes ruin the fun, unless that's what you want.
Yup, you need to take seceret exits. Below are some helpful recouces:
Instructions on Gamfaqs http://www.gameyum.com/super-mario-brothers/59199-new-super-mario-bros-wii-warp-cannon-guide/
Instuctions on Mecca Apps http://meccaapps.blogspot.com/2013/12/nsmb-wii-guide.html
Hope that answers your question :)