How do you start a world or make a world in unreal engine 4
do you mean an environment?
Hello kingawesome242,
If you are referring to creating a world from scratch within UE4 there are many tutorials that cover how to get started. These tutorials walk you through familiarizing yourself with UE4 up to creating complex environments. If you are referring to previewing a world that you have already created within UE4 there is a play button at the top of the Editor which allows you to play from wherever you have your PlayerStart.
This may be a good place for you to start: