You have to download the Civ5 SDK.The world builder comes with it.To download it, open Steam, then click view at the top of Steam, then click downloads, and then there will be a screen with another thing that says downloads.Click on that, then click on tools, and there should be something in that list called "Sid Meier's Civilization V SDK"(You may have to scroll down to get to it). Then just download and install that.And, like I said, the world builder comes with it.
See screenshots...
Thanks to NotSure.I figured it out because of him