You can do a right click on your world object (anywhere on the world's background), then choose "save the world". your world will be saved as default.
anywhere on the World's background > Right-click > Save the World
I hope it does help you to solve the problem. :-)
What will happen when you do what ManiHallam says is that there will be some code added to your subclass of World, which adds the objects you have in your world at that point.