Hello, so other than having extreme luck drawing wilds, how does one breed for world class? Like can you train your horses to WC or does it specifically have to be rated as such in the beginning?

Either use high rated broods or buy EEE+ mares and put them to WW+ stallions.

You can't train them, the ratings stay what they are at the beginning. The only way to improve the foal's rating is by matching the dam and the stud correctly so that most likely their strengths and weaknesses will even out.