"WorldCat" and "WorldCat.org" are central databases for the McGill library catalogue. You can think of "WorldCat" as representing McGill library holdings and "WorldCat.org" as representing McGill library holdings as well as article level information from a central index of databases.
Practically, "WorldCat" includes databases and journals but no article level results, WorldCat.org includes article level results as well as everything else. So, if you were looking for a book, limiting to WorldCat would exclude articles and give you fewer results to sift through.
When you search the McGill library catalogue the default search setting is to include both "WorldCat" and "WorldCat.org" as databases. From the main library search bar, on the library homepage, you can select "exclude articles" to exclude "WorldCat.org".
For more information, take a look at the OCLC documentation on this topic.