Okay kiddo, imagine you're playing a game with your friends. Imagine that in this game, everyone gets to do what they want without someone else telling them what to do. Everyone gets to be themselves and have their own opinions. You get to play with whoever you want and say whatever you want (as long as it's not mean or rude).
This, my little friend, is kind of what the "free world" means. It means that people get to make their own choices and do what they want (as long as it doesn't hurt someone else) without a bossy person telling them what to do.
But it's not just about playing games with your friends. It's about having the freedom to live your life the way you want. You get to choose your job, your hobbies, your beliefs, and your friends. You can go wherever you want and do what you want (again, as long as it's not hurting someone).
That's why people want to live in a free world. They don't want someone else to control their life or tell them what to do. They want to be able to make their own choices and live their life the way they want to.