TF frame names are implicit. If the frame_id in the Header of a message is set, the data is published in that frame. If you manually enter that frame name in Rviz's World Frame, you will be able to visualize the data from your publisher without needing to do any additional TF setup.
The /world frame is simply the default frame name in Rviz; it doesn't come from anywhere else.
If you have TF publishers or nodes that publish TF like robot_state_publisher, Rviz will auto-populate the World Frame dropdown with the names of the frames that is has seen recently.