In-World is the inner-most part of All-World. This location is only really crucial and dealt with in The Eyes of the Dragon.
In-World is the home of Baronies such as New Caanan and possibly Garlan and Delain. It is the geographic center of All-World and the last place civilizations exist in the latter days of Roland's youth. Beyond In-World lies the Outer Arc, a collection of borderlands before Mid-World then End-World beyond.