With every world wonder that is built, players will receive special bonuses. As soon as your alliance builds four of the seven world wonders the current game ends, if it is a world that started after Grepolis 2.0, and everyone on that world will then ascend to the new Hero World.
In the Hero Worlds the villages produce more resources, your farm will be able to support more troops, the recruitment time of units will be reduced and new divine powers will be available.
Grepolis is a building and strategic browser game set in Ancient Greece, published by InnoGames (Tribal Wars, Tribonia). You start the MMOG with your own island settlement, which you strive to expand into an impressive empire through construction, combat and technology research.
Source: Game homepage