I don't know the exact way. It has to do with the darkness that separates worlds from one another.

[The Heartless didn't think the way that Nobodies did—at least some of them—but darkness was darkness. Maybe they made their own paths with it. Which makes Roxas think of a way he can explain it, at least partly; he raises a hand and calls forth a corridor of darkness about ten feet away.]

Kind of like that. Except this won't take you nearly as far.