Building your world is limited only by your immagination. It doesn't take a degree in economics or government to do it, just the idea of how you want it to be. Take the world of the first arch. What can you get just from the image?
Right off the bat you know it's a fantasy world, where else would there be dragons? There's a number of farms growing on a plains. The farms follow a cobbled road to a large city surrounded by a wall. In the center of the city is a large castle. Where there's a castle, there's a king.
So we already have an idea of the government system in this world. We also know that this world probably has magic, the dragons are a good indicator of that.
Often worlds are created to give a place for characters to exist. I know that's the way with my worlds. Each of the worlds viewed through the doors have stories attached to them, and were created around the characters.