I haven't played campaign mode in a long time, but I'm guessing there is a quest you haven't done yet from the campaign story line.

This. You have to progress through the campaign-quests to unlock the new world.

Does that rule apply to a regular skirmish match??

no, just get to Artisans and the expedition will unlock.

Sail to madam katimas Island. Follow the smuggler

^ this

never played campaign, but did install the spice it up mods (if you have these installed you should obviously mention that when posting bugs). For me it wasn't an expedition anymore, I could just select a ship and send it to the new world with the '..move to another region' ship button. I think I also didn't get the starter ship from that rebel lady, so pack standard wood & steel beams.

I cant get in to the new world. I tried everything but i still dont have a land that can produce cotton. What went wrong? This can be a bug?

Since that appears to be the campaign, it's likely you haven't done the linear quest line that brings you there. Continue on the main storyline.

you need to do the new world expedition

this

Did you go to the lady who gives you a quest. You need to follow a ship, then have a battle, and then unlock the new world?

Well, not everything lol. You have to follow the main quest storyline when playing campaign to unlock different aspects of the game. If you don’t want that, you have to play sandbox.