I write in a similar vein, and sometimes face the same problem. However, there are some simple ways to create story out of setting.
Surely your setting has some history, and the history of your world must contain some important moments of change: the invasion of Lai Harai by the Beetle-Men, the collapse of the Trondarian Empire, the rise of Lothor the Robber-King, and the voyage of Kymlyt, the first man to sail through the Dragon's Teeth. Find an event which is interesting and consequential for your world, and use that as a starting point to your story.
This will probably not be enough, though, as building a story around "world history" type of events will often result in a stale, cliche story, since these sorts of things have been told lots before. But you said that you have characters, you can come up with interesting stories by considering the way that your characters' lives intersect with the world history. You could write a story about the heroic general who defends Lai Harai from the Beetle-Men... or you could write about an ordinary man who is just trying to save his family from the encroaching monsters. Both stories could be very good, but the first one has been done much more and may be more difficult to make fresh and interesting. You can do the same thing with almost any other situation that presents itself in your world and its history.
This may require you to go back in time, so to speak, with the setting for your story. In my fantasy world, the time which I think of as the "present" is not a time of significant change, and so it presents relatively fewer opportunities for stories. However, I have thousands of years of history mapped out, and when I sit down to write stories I find that I usually mine those "historical" events for settings and character situations, rather than trying to write in the "present". This may work for you as well.