To "collect all the coins" means to get all ambers and complete all teleporters in a level. Look for hidden rooms and open all the plant things by pressing
, or jumping on the ones hanging from the ceiling. You can get some extra ones when you spin the wheel at the end of the level in case you missed a few without knowing, and you might get enough for the coins to unlock. (This only counts for the amber coins. Not the teleporters.)