Kontra is the only warp zone in Chapter 3: The Salt Factory (Dark), and is accesible through Level 3-8x, Salt Crown. It contains a bandage on the second and third stages.
This warp zone-- although containing absolutely no salt-- is similar to most levels in its chapter. The whole warpzone is an obvious reference to Contra.
This warp zone revolves all around rocket launchers, and more specifically, your ability to evade incoming rockets while trying to obtain keys.
In the final stage, the bandage is hidden behind two blocks above where you spawn. Once you get the keys, the blocks will disappear and it'll be available for pick-up.
Lastly, make sure that--regardless of what stage you're in-- that you are almost always moving, so that you don't get blown up.