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 can serve as an excellent terrain generator for Unreal Engine-based maps.
The ability to export both terrain and custom terrain texture alphamaps is a huge advantage and speedup in your workflow. And luckily, the latest UDK natively supports Raw-16 import and export, greatly simplifying your workflow to and from World Machine!
Place a Height Output device into your world. Wire the terrain you wish export into the device's input.
You can also export a colormap by placing a Bitmap Output and connecting it appropriately.
Choose your export formats within the File Output device. You should use the RAW16 format.
Determine your resolution. As noted in this document, Unreal Engine has some unique requirements for resolution of your heightfield.
Build your world and export all files. The "Export Terrain files..." option from the File Menu provides a central location to do both.
An excellent and detailed set of tutorials on the workflow ousing the old Terrain system has been written by David Green and is featured on the Unreal Technology website:
With the new Landscape terrain type, it's even easier to import from World Machine. Simply enter Landscape Mode in the editor, and under the "Create New" tab, point UDK at the exported r16 file from World Machine. Make sure PC byte ordering and unsigned is selected.