If i fulfill all the Heroic tactician requirements, but allmy cities on the world where I have done it get conqured, do I keep it as my key to the Heroworlds?
If you have received the award you will keep it. Of course you must qualify for the award when it is implemented, the server will not be looking at past achievements.
There is one more thing I would like to know. If I do all the things neccesary for the award before WW starts, do I get the award then, or do I have to wait until WW starts? Can i start Heroworlds at the time that I get the award?
World Wonders are the winning requirement for worlds. Hero Worlds are an 'advanced' type of world available once you have obtained the Heroic Tactician award.