World Wonders are part of the final stage of play on each Travian server.
Once the alliance has a World Wonder level 100, you have won the Travian server. To build a world wonder you need an Ancient Construction Plan. You can get this by attacking a Natar Village with your hero. You need to have an empty level 10 treasury and your hero must survive. With those plans and an extremely high level of resources, you can start the world wonder. Once it gets to level 50, you will need someone else in your alliance to have the plans. You cannot do it all by yourself. Once you finish, a message will come up telling who won and statistics. You can no longer build, but you can message people until the server restarts.