When you ask about "building your universe," do you mean like, coming up with ideas and how you invent it? Or do you mean like, how do you introduce that universe to your readers?
I try to keep most of the world-building for my comic in the story itself. Like, I'm sure someday I'll make maps and extra information about the different countries and cultures and types of magic, and I like chatting about extra details when people ask me, but I think it's fun to kind of uncover the world as you travel through it rather than getting all the lore separately.
I don't think I would make another story just to explore another part of the world. Like, making a new story that takes place in a different country in the same world would certainly be a way to explore and develop that country, but I'm more interested in my story than in fully exploring the world -- if there are some spaces that never come up in that story, then they'll just never come up, and that's okay with me! I'd make a new story if the story idea interested me, not as a way to build the world.
As far as inventing it goes.... it's little bits of everything, honestly. Sometimes I know I need a specific kind of place or group of people for plot reasons, and then I build from that to figure out how that part of the world would function and what could make that part of the world interesting and specific. Other times I have an idea for a place or culture or society based on something I read or saw, and I look to see if that kind of thing could have a space in my story somewhere. Sometimes I'm researching details I'll need on purpose; sometimes I'm inventing factoids about my world for fun and then they just happen to come up and affect the story or the visuals in an interesting way.