When we write books about the world we live in, we know some things will be constant, the length of our days, the inhabitants we interact with, and our social system, among many other things.
When building a world the only limitations you have are your imagination. It's not just about painting a picture of a different landscape. Depending on the length of the story, the details expand. For a short story a good plot is more important. The longer the story the more you will have to delve into the workings of your world. Aside from the description of the basic world and maybe a small recent history, you will have to consider what these people look like and what are there capabilities. How are they different from us?
If it's a peaceful theme you may want to include some information about their social system, political views, etc.
However, if the story is going through a time of war, there has to be a reason for it. The weapons have to be considered, how do they work, do they use magic? How do they heal their wounded?
To add all this information without giving a history lesson is little by little, through dialogue, and description as the subject comes up. When you walk into a room, SEE IT, what's in there? When you describe the furniture, or the pictures on the walls, you are telling us a little about how they view art, or symmetry.
If you need to purchase something in this world, you might want to describe the commerce of how it's done. How were you transported to the store, can you only buy electronically?
What I find the most fun is describing how the population looks, what they are wearing. In order for your readers to see more than a few stick figures on a white sheet of paper you must fill in the details. This is how you immerse your reader into your world.
The task can be daunting. I have recently come across a website that has made my life a lot easier. If you are the type of writer who makes notes and does a simple outline of your story then this should help you. No matter what this will guide you and help fill in some of the gaps to enrich your story and add some bulk to it at the same time. I believe these questions the website provides will help you bring your story from an idea to a epic story you readers will never forget.
SCIENCE FICTION & FANTASY WRITERS OF AMERICA
http://www.sfwa.org/2009/08/fantasy-worldbuilding-questions/