I hope this can be useful to someone out there. I must say however, that I personally recommend you to look for them by yourself, since the game is very short and they're not hard to find. I must also say that there is an older guide about this same subject made by Jorge Catala which I did not use, but I think it's something I should mention.
https://steamhost.cn/steamcommunity_com/sharedfiles/filedetails/?id=1431785759
Without further ado.

Arlo is a 2D platformer based on games from the original GameBoy. In this title there are 5 hidden coins, one for each of the worlds. Said coins will allow you to reach the secret ending, however, losing all your lives will make you drop them, so try to be careful. In this guide we're going to show you where those coins are located:

On the second screen of Flower Paths there's a bridge made of floating blocks.
Underneath it there's a platform which leads you down the path you must follow to get the first coin.

On the third screen of Plushy Palace, you go through a sort of cave at the start. Once you reach the bottom of it, you'll see a fake wall on the left, which contains the second coin.

It's hidden on the second screen of Lava Lagoon. To reach it you must go to the very end of the level and skip over the goal platform. After that, there are two little platforms which will allow you to go through another fake wall under the goal. The coin is right there.

On the fourth screen of Bouncy Billows (the tower you must climb right before the boss), you will find some platforms just above a larger one. Follow the path of the big platform and the fourth coin will be waiting for you.

You'll find it by playing regularly, on the second screen of this world.

After obtaining all five coins, you'll be warped into the Coin Haven.

They are altered versions of older levels, but full of coins. You'll have to get a reasonable amount of them before reaching the secret boss, since they'll be your ammunition (at least 250 coins I would say).

Congrats, if you've defeated the boss you got the secret ending of Arlo the Rabbit.

Artwork based on the original game's "boxart" (This version slightly edited by me).
Thanks to Failed Experiment, who helped me to translate this guide.
Thanks for reading and have fun! :)