Collect 4 drawing pieces (first one is given to you by Helen, the other 3 can be found when cleaning friends islands; they are rare, so keep looking). Note: Helen appears when you reach Level 5, but you can't get any blueprint pieces until you have at least 9 friends and reach Level 7 when you can clean 9 friends' islands.
Build the foundation for the Wonder of the World (go to warehouse - tab: Plots, click on the blueprint icon, click on Build)
Note: Once the 9x9 foundation has been placed and the Wonder of the World is complete, it can be moved but cannot be demolished (as of v2.0.8). Also, the Wonder will be very tall when finished making it difficult to see smaller buildings behind it.