Since it looks like you're just starting out D8 development, additionally to drupal route:debug command I would install devel and admin toolbar modules that help out a lot in dev. Once devel is installed you could checkout the routing information at the taskbar and see all available paths to be sure your new module path is registered.
Regarding your code I see that your routing file doesn't match the controller's output function. So on your hello_world.routing.yml first line must match the output function thus be: "hello_world.helloWorld" just like you have on the _controller then do the same for hello_world.links.menu.yml route_name.
Another thing you might wanna take a look at is turning cache of completely on your local to see your changes immediately. Take a look at this guide for that.