Where is the world?

Okay, realising my mistake here I've edited again.

Trick Ghosts and Rabid Dogs can both be found in the the Underworld. I'm not sure exactly where but somewhere in the Underworld.

EDIT
Quick guide
Ultima Weapon materials:

7 Orichalum+:
1. Clear Atlantica
2. Clear 100 Acre Woods
3. the smal chest in The World That Never Was in The Brink of Despair beside the big chest.
4. Clear Goddess Of Fate Cup in Olympus Coliseum.
5. Chest in Twilight Town in Sunset Terrace. Jump on to the moving train then go up one of the buildings. Search it until you find it.
6. Chest in Space Paranoid (the second visit there) just before you fight Commander Sark and the MCP.
7. Collect all Synthesis materials. You need every material in the game; shard,stones,gems,and crystals of each type. The Moogle will award you.

Energy Crystal:
-Required to have the ammount of orichalum+s you need. This can dropped
by Bookmasters in Radiant Garden/Hollow Bastion near Merlin's House.

Twilight and Dense Materials:
The World That Never Was has all the Nobodies you can fight that drop the required items. Alternatively go to Twilight Town to specify which item you want dropped by finding more of the particular Nobody you want that drops the item.

Serenity crystal:
- You can get these from the Moogles for giving them complete sets of materials. Another way to get serenity crystals is to defeat "Nobody Assasins" in The World That Never Was.

 

just go to the world inside the castle then go to the burning building its easy

 

Trick Ghost in Underworld, mostly Underworld Caverns (before 1000 Heartless battles)
and Beast Castle (After 1000 heartless battle)

Rabid Dogs in Underworld (before 1000 heartless battles) and Pride Land (After 1000 heartless battle)
But i'm not quite sure that the second place is correct. High chance that they're in Pride Lands and Beast Castle (since i'm trying to remembered it)
And try also in Timeless River. They have lots of rare heartless in there