Downloading a game world (map) is necessary so you don't have to start the game on a new "clean" map but instead load your own or a modified one to continue your game on it. This allows you to tailor the gameplay to your preferences.
1) First, you need to download the map itself. You can download a modified or customized map from the internet, or you can download it from your own game files. To download your own map, go to the game, click on the "Singleplayer" section, and then click on the "Open Saves Folder" button.
2) Next, save the file of the map you want.
3) After that, go to the game panel of your server, navigate to the File Manager section, and open the/server_data/Savesfolder.
4) While in the Saves folder, click the "Upload" button and upload the map file you saved earlier.
5) Finally, when starting the server, choose the name of the uploaded map and start the game!