Just by walking to the edges of the maps! For example if you walk southwards from the crossroads along the road and reach the southern end of the map you just have to click there and you'll find yourself at the coast.

The World map is only used if you travel using "way crystals" (or whatever they're called in english), those huge blue crystals you find on some maps (e.g. there ist one in the south-west part of the crossroads.