The main way people usually think of is a huge lore book, but I think it's terribly inefficient at conveying it's purpose. The greatest way that I thought of is by hinting or nodding from actions. You can tell someone that details but they won't always understand. So rather you give small hints and meanings and they interpret it their own way, that's a sure-fire method. All these "story" posts are hard to understand and lose their purpose and often sound like teenage daydreams.

One of my favorite RPG games KCD "Kingdom Come Deliverance", is often disliked due to its complexity and words many don't understand. It has meaning but you need to understand for there to be any meaning for you the player. Even if it's hard to understand in some areas it's excellent at world building. Know why? Dialogue. Every character feels alive and respond to events or your actions.

So basically don't explain it at face value but rather make the reader (or player) interpret it.

Long post but I've been thinking about this for a while.