The World of Darkness is the umbrella term used to describe the universe in which the various White Wolf role-playing games are set. It is broadly similar to the real world as we know it, but tends to be gloomier, more full of pain and suffering, and less full of life and hope. GarouMUSH references the old World of Darkness (otherwise known as "oWoD") setting, as opposed to the newer version presented in more recently released White Wolf games.
You can find a more detailed description of the old World of Darkness setting here.