A story can be told to activate an audience to think about a moral topic. The manner of directness that you want to use to propagate your moral unto others is very important when choosing your audience. Since modern education edicts that people must learn to think for themselves, you will find a growing resentment for blatant propaganda in educated communities.
Therefore, some storytellers will try to inspire their audience by subtly exposing their mind to the cause and effect of a certain moral proposition.

Worldbuilding is the process of creating a fictional storyworld to use as a foundation for your story. Giving your storyworld a history that spans beyond the timeframe of your story, and by adding cultural behaviour based on events of that history you are able to slowly create layers of detail that are logivally interwoven with eachother. Stacking layer upon layer, like a painter would to a painting.

As an example I’d like to use a article I found on Facebook: http://cering.tumblr.com/post/560013869/interesting-fact-about
Spirited Away is a story that is created to address all audiences, and succeeds to entertain both young and old by cleverly using multiple layers to address moral messages. To a degree that astonishes me if it is true that the creator actually uses this joyful children’s-tale to express his worries about the growing sex industry in Japan.
This is achieved by slowly exposing levels of world details that hints to events beyond what is currently happening in the story. Don’t understand? Just read the article for more detail on how it is achieved in this film.