Does Saha World equates with Samsara?
I mean, this whole physical universe with its 31 planes of existance with all their living beings (intelligent life in other planets and dimensions, including us) are Saha World, or just our Solar System is the Saha World? If we found out that there is life in X planet, they would be part of the Saha World too?
And how do you think about physical laws and theories like evolution, etc align with buddhism?
The Saha [Endurance] World is simply planet earth.
In broad strokes, lots of scientific theories are fairly harmonious with Buddhism - Buddhist cosmology is not humancentric, earth is just a dustmote among infinite galaxies here too, universes arise and cease after billions of years. The broad lines mesh well there. Obviously, Buddhist cosmology does not stand up to scrutiny under a fine-toothed combed, although that can also be said of scientific theories from 20 years ago. Buddhist estimates for the number of atoms in the universe exceed current scientific estimates by thousands of orders of magnitude.
Buddhism even has a theory of evolution. Though it's maxim is more of a "species evolve and devolve according to their collective karmic virtue" than "survival of the fittest", so that doesn't gel too well with modern science. Actually, Buddhist theory of evolution is a bit more expansive than just evolution, since it is simultaneously a theory of ecology - the environment also responds to all this. For example, in Buddhist cosmology, it is described how in the early stages of this world, ethereal gods populated the world. But they eventually grew too greedy and not only devolved into lesser more corporeal beings themselves, the planetary environment changed as a result of their greed as well.
One might go as far as saying we're seeing something similar today.