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Most likely, you aren't simply interested in creating terrain for its own sake - you need to get your terrain from World Machine into your other applications. Here's a list of workflows, both generic and specific, to help you along.

Choose your Workflow

(Generic) 3D Rendering Software (Generic) Game Map Creation
Terragen 2 Vue Unreal Engine Crytek Engine
Unity

... and more specific workflows to come!

World Machine To (Any) Game Engine

It is very difficult to give an exact workflow since engines vary so enormously in capabilities and compatibility. Among the variables:

Instead, we'll list a series of decisions that you can answer based on your engines' capabilities that will guide your setup within World Machine.

Terrain Choice: Single or Tiled

Single Terrain

A single terrain file is easy to work with and often is all that is required. WIth the Professional Edition, a 64bit OS, and ample memory, you can create quite large single terrain files (12-16kpixel per side).

Tiled Terrain

Tiled terrains are called for when you have datasets extending into the gigabyte range or more, that would be impractical to work with otherwise. World Machine has built-in support for both export and import of tiled heightmaps and bitmaps; refer to the User's Guide for more details.

...Other...

It is quite possible to create all sorts of other setups, such as automated building of nested areas (a coarse outside extent and a detailed inner one). Setting your render extents appropriately and utilizing the automation support in the Professional Edition are your best bets to automate this process.

Terrain Choice: Resolution

The choice of resolution is usually simple: Choose the maximum that your engine and performance target can support. Depending on the edition and operating system, World Machine can create individual files of 12k x 12k or larger, but this size requuires serious amounts of system memory and a 64bit architecture.

Terrain Choice: Formats Supported

Typical game engine import formats are RAW-16 or PNG for 16bit (strongly preferred), or RAW and BMP for 8bit. 16bit should be greatly preferred due to the quantization artifacts that arise in 8bit terrains. These will look like jagged terraces or stairs and is usually not desired.

Terrain Choice: Export extras

Finally, you must decide if you want to export and use additional masks. These can be an incredible help in texturing, placing vegetation, and more. Using World Machine to procedurally create these masks allows you to easily guide placement without artist intervention.