First of all, welcome!
I'm also pretty new here. In my opinion I'd just make one thread per world. Post all your continents in the same thread. This is however how i'm doing it ATM, I dont think there is a right or wrong way on how to do things, aslong as you dont spam your maps all over the place. Follow common internet etiquette. I'm currently working on a big project in one thread, posting my work in progress along the way, its great since alot of people just comment and give great pointers and will see you evolve in the same thread.
I always work in one file for a continent, cities are seperate files, each file has a lot of layermaps though. This keeps your stuff organized.
You can make your own icons or use icons already available. When you use another persons' icons, make sure you ask first and give them credit in the final result.
I'm looking forward to see your work!