I'm just trying to figure out how to create world file. I saw some explanation but I notice world file having the easting and northing values but not the zone value. So how the location of the map will be identified, or I'm missing something.
Thanking you.
The world file does specify numerical geographical location for an image, but it unfortunately does not contain any information about what coordinate systems is used.
Such information typically comes in a separate file with extension .prj and is defined usually with the WKT standard and via a unique EPSG code of the coordinate system.
To simplify the search for coordinate system definitions we created an online tool:
There you can use simple search phrases and preview position of any coordinates on a map - and also download the .prj file mentioned above.
Because you have tagged your question with "maptiler" I expect you want to cut the map tiles from your geodata and world file with the MapTiler software. The coordinate systems can be specified directly in MapTiler easily. See http://www.maptiler.com/how-to/coordinate-systems/