Form alteration is not working from within my form class
Use your hello_world_form_alter in your module file. I guess should be hello_world.module. I guess you already have a folder hello_world where you placed the file above. In this folder you should also have an .info.yml file at the same folder place your hello_world.module file.

Please check https://www.drupal.org/docs/8/creating-custom-modules. You will find a lot of tutorials about how to create a custom module. Just google it!