One of the founding ideas of the Penumbra line is that gamers are creators of their own worlds. For this reason, there is no single campaign world unifying Penumbra products. Rather, they embrace the concept of modularity, presenting independent elements that can be adopted or discarded as the GM sees fit, since they're never setting-dependent. They're not here to tell you how things are in your game world; they're here to give you more options. You decide if a particular adventure can be placed in your campaign world, or if a new domain of clerical spells fits into the cosmology of your personal game universe.
Resource-packed adventures like the first ever Open Game License release, Three Days to Kill, and meaty sourcebooks like Touched by the Gods and the Penumbra Fantasy Bestiary encourage you to use the material straight out of the book at a moment's notice, or to make it a foundation for realms of your own design. In every book they publish, Penumbra strives to enhance your next game session with roleplaying material that will captivate every player's imagination.