The Big Drill is located at the top of Volcana on 2-2, 2-3 or 2-4. The Udjat Eye is required to activate it, fitting into the hole above the down arrow block. The Udjat Eye is used up in the process - you will no longer be carrying it. Upon activation, the drill will create a tunnel straight down, leaving a climbable chain in its wake. This tunnel goes below the standard exit, allowing you access to Vlad's Castle.