The worlds are many things. They are times, places, states of mind, they are what is beyond the doors into otherworlds from Midgard, they are metaphors, and in the Fireverse they are also other dimensions. Jotunheim is 2D space. The story in which Freya rides Ottar to Jotunheim disguised as her battle pig is rendered in the Fireverse as “She rode him so flat they ended up in Jotunheim.”
Asgard is nine-space. When Loki is telling his versions of heathen mythology to the human character P, he tells the stories as if they happened in a three dimensional place so that the human can understand them, but he also tells her that they aren’t really like that. When Loki and P are sailing the ship through space, P is aware that it is not really a Viking longship despite its appearance, but when she asks Loki about it, he tells her to accept the metaphor as it is given to her.
Gimli isn’t really in the story of Some Say Fire because it isn’t accessible throughout most of the story. It’s the 10th world but it’s a dimension so tightly curled up that no one can get in as long as the universe is stable. Once the universe becomes unstable during Ragnarok, presumably the human refugees are taking refuge there as the prophecy says they will, but it is not explicitly shown in the story because the story is following Loki.
Image: Univers by Geralt, creative commons via Pixabay