In world file, coult I for example only have terrain info here, and things lika houses are in other files?
World file has only information about where to place objekt house1 and house2 and mesh-file for house1 and house2 is separate files?
Or how is it working?
Yes that's possible. There are several ways to do so. Easiest is to just use two distinct world files where both use the same sector name. CS will automatically merge the objects and put them in the same sector when you load both maps at once.