"Worlds" are datas.
Depending on the game you are making, you might be storing those datas on server or on the player's computer.
It greatly depends on your game and how you made it as well as where those datas are stored.
On your own server with some server-side script, you can return the datas representing some world of your users.
I don't know about facebook hosting those datas, I don't think it's really related, I guess those datas you have to store by yourself out of FB.
Check the manual about the AJAX object and check the how do I FAQ (link in my signature), there are some implementations of PHP reacting to AJAX calls from inside a C2 game.