Pokémon World was an area that was originally accessible from the Highway, but has since been removed in newer versions of Yume 2kki. The area was given this name because of its use of sprites from the Pokémon Game Boy Advance games.
Desu-chan and Onee-chan were found here, close to the place where you first enter Pokémon World. Onee-chan sat on a bench holding drinks while Desu-chan would wander around. Although they have been removed from the game, their sprites can still be found in the data files.
The Fairy effect was also originally found here, but was moved to the Highway in newer versions.