Well, palaces aren't specifically related to Jungian theory but shadows are. The whole persona series is pretty much persona vs shadow, which relates back to the theory, as both are parts of the human mind. The palaces and distorted hearts are just another setting for the persona series, as far as I know.
So, taking this from https://www.biddytarot.com/tarot-card-meanings/major-arcana/world/:
The World card shows a naked woman wrapped in a purple cloth, dancing inside a large laurel wreath. She looks behind her to the past, while her body moves forward to the future. In her hands are two wands or batons, like the one the Magician holds. It is a symbol that what was manifested with the Magician has now come to completion with the World. The wreath is circular, symbolising a continual cycle of successful completion and new beginnings because, as the woman steps through the wreath, she is completing one phase but beginning another one almost straight away.
Around the wreath are four figures (a lion, bull, cherub and eagle), similar to those in the Wheel of Fortune. Both the World and the Wheel of Fortune speak to the cyclical nature of your life and your progression through its cycles. The four figures represent the four fixed signs of the Zodiac—Leo, Taurus, Aquarius, and Scorpio. They are symbolic of the four elements, the four suits of the Tarot, four compass points, four seasons, and the four corners of the Universe. They are here to guide you from one phase to the next, bringing balance and harmony to your journey.
It's really long but basically, it's a complete form, and it represents completeness and success. The four animals represent cardinal points (like NESW, or four season, or four tarot suits, etc.).