How I play with my friends in same world?
There are many overflow worlds. You and your friend are probably in different worlds. Join a party with your friend and then right click on his/her picture and then click “Join”.
Are you in an overflow server? You can see if you are by mousing over the compass (the little map on the lower right corner). You get placed in overflow if your server is full.
Just have people right-click the portrait of whoever is in an overflow server and click ‘join’.
If you were in the same server/ overflow server already, note that there is currently a known bug:
We’re working on capacity constraints causing issues with parties and guild functionality, including symptoms such as party members not appearing on the map, parties not staying together as they travel between maps or into dungeons, and guild manipulation not working.
Overflow servers are ArenaNets answer to waiting in line to get on a server when the server is full. It’s a temporary “server” created in the meantime while you wait to get into the server proper. But like ToxicRaiv said you can easily join up with friends who happens to be in a different overflow server.