Where are the worlds in relation to each other?

The worlds are not really connected at all. During live play if you tab out from the world you will see that it looks nothing like the maps they give us. It's a different system in Sims 4 - and not maps per sec like the previous sims games. But you can see for yourself just by tabbing out when you are in live play.

I have learned not to do that too often as it is dis-orienting and sort of disappointing to look at it after having real maps in Sims 1-2- and 3.