I don't think many will help you out knowing you're using a pirated version.
That being said I've used the pirated version before. There's no difference really between it and the Steam version other than well Steam features. Your worlds are saved in Documents/My Games/Terraria/Worlds - Provided the world is of a .wld extension the game will pick it up as a world to load into. If that's what you mean?
Note: If you like the game, buy it! It's cheap and worth the purchase.