Actually, when we say the world church, it has many meanings. One of those meanings is the building we celebrate the Lord in.
However, as far as denominations, many people think of themselves as part of their denomination, for they will say I am, and then they name the denomination. Actually, it means they accept the doctrines of that denomination. It would be better, I think, to say I am a Christian. There are many different doctrines in different churches, but there is only one doctrine that is truth. Someone has to be wrong. What if the denomination you belong to is one who is wrong?
We see darkly while we live in this life, none of us know all about the Lord. If we only state we are a Christian, it is like saying that you believe in salvation through Christ, and we know that is the truth. You wouldn't be taking a chance that you are aligning yourself with what is false.