Most likely, you aren't simply interested in creating terrain for its own sake - you need to get your terrain from World Machine into your other applications. Here's a list of workflows, both generic and specific, to help you along.

Choose your Workflow

(Generic) 3D Rendering Software (Generic) Game Map Creation
Terragen 2 Vue Unreal Engine Crytek Engine

... and more specific workflows to come!

World Machine to Crytek

World Machine 2 is a very popular terrain generator for Crytek-derived games. The official Crymod wiki has an excellent workflow article detailing how to use World Machine with Crytek. Rather than reinventing the wheel, simply read about it there!

World Machine to Crytek Engine