Worsley specialise in "scratch aid" etches, especially in 4mm scale. They are meant to make your life easier, as David says, so that you are assured of being able to build the basic body.
Detail castings, however, are left to you. For example, I've had a Worsley GWR 42xx/5205 2-8-0T on the go for a while. The basic body structure is mostly done, with just the riveted overlays left to form. Worsley also include the chassis (a fold-up, even in P4), cylinders, motion and pony truck. In the intervening years, Brassmasters have produced a fully-sprung P4 chassis kit - actually intended for the Hornby model - and this has some potential to be adapted to the Worsley body.
Worsley very rarely provide any castings unless it's a model for which there aren't any bits from other sources - the NCC "W" 2-6-0 etch set, for example