1. Mickey had his own mysterious reasons for being beyond the Door to Kingdom Hearts in the World of Darkness, but Riku was there because when Ansem took over his Body, it forced his heart out of his Body, so Riku's heart was sent to the Dark Realm until he could take his Body back
2. I beleive that when Sora closed the Door to Kingdom Hearts, all the worlds that were previous destroyed were being recreated, so the people who survived thier world's destruction and were living on other plents were taken to the End of the World where thier world was recreated and they were sent there. So Kairi was at the End of the World because Destiny Islands was aobut to be created from under her feet
3. In the Final Battle, Ansem sent them to the Dark Realm or some place within his creature/ship-thing, and when Sora went there and destryoed the heart within it then they left with him. After the Final Battle, Sora and co. were sent to some unknown Grasslands
4. Apparently Pluto can travel in portals of Darkness, so he mysteriously disappears and reappears in random places, it's really unknown how he does it, but I figure it's got something to do with Mickey