However, alternative histories (such as imagining what would have happened had we lost World War 2) are also good at opening other worlds. These books are also excellent at making you think about how history turns on specific incidents. (In the case of losing World War 2, everything about life in Britain would have changed. It's a mindboggling thought).
Books can take you to other places (literally in the case of travel books) but those places do not have to exist. Other worlds can resemble ours on Earth or be totally alien. But in creating other worlds, the writer has to be able to portray them in a way the reader can identify with, making them want to know more by continuing to read the story.
Other worlds have to have a hierarchy the reader can follow, a system of government which makes sense (if only to the occupants of those worlds), a way of getting news to either all of the people or those the government consider worthy of having the information (there's several stories in that alone).
Writers also need to be able to show what happens when things go wrong in their created other worlds. They should be able to figure out what would happen if A occurred or if the official plan for dealing with situation B doesn't work out.
It can be useful to give some indication of how their form of government came about (there has to be a reason it is the way it is) and whether people are generally satisfied with this or if there is resentment.