Here is a quick tutorial on using Lego Digital Designer models in Lego Worlds:
1 – Download and install Lego Digital Designer from: http://ldd.lego.com/en-us/
2 – After getting everything installed download the custom palette from here: https://www.dropbox.com/s/ssgaqch90kulj88/Lego%20Worlds.lxf?dl=1
After building a model save it as a LXFML file to your model folder for Lego Digital Digital Designer. The default folder for these models is: C:\Users\Your Name\Documents\LEGO Creations\Models
Copy and paste your LXFML file into your Lego Worlds models folder which should be located at: C:\Users\Your Name\AppData\Roaming\Warner Bros. Interactive Entertainment\LEGOWorlds\Mods\Models
Launch Lego Worlds and go to the Models section and then click Brick Builds to see a lost of models and find your custom model and select it and then have your mini-fig build it.
Instructions here as well: