Easy way: Grab
the most recent mcworld file and double click it to import it into minecraft (depending on your windows file associations you might need to right click --> "Open With" to swap between Minecraft and Minecraft Preview)
Hard way: Look
here for the most recent backup tarball.
You can load it into a windows client copy of the game by grabbing the "worlds/morr/" directory from the tarball and putting it in:
Normal Version:
%UserProfile%\AppData\Local\Packages\Microsoft.MinecraftUWP_8wekyb3d8bbwe\LocalState\games\com.mojang\minecraftWorlds
Preview Version:
%UserProfile%\AppData\Local\Packages\Microsoft.MinecraftWindowsBeta_8wekyb3d8bbwe\LocalState\games\com.mojang\minecraftWorlds