There are an infinite number of worlds and they all exist inside our heads.
The exercise of imagining possible worlds where things can be true that are not true in the world we experience has been a useful philosophical tool. It does expand the range of thoughts and helps to itemise for the library that is our thoughts, the possible reasons why we have the world we have. It is an exercise long superceded by scientific method, if it wasn’t so when Leibniz first discussed it.
But in the world of literature such thoughts have been the mainstay of writers since the beginning. Because every world is actually this world, the forms and conceits that make us think truth and reality are one and the same are only the default positions we take because we are taught to. There are an infinite number of truths and those underlying our experiences have yet to be discovered.