They weren't interested in trying. The Nazis weren't out to conquer the world; they wanted to achieve dominance in Europe, and conquer Eastern Europe/Western Russia. Hitler and the Nazis are often portrayed as super villains bent on world domination; while their plans were certainly grandiose, they weren't "rule the world." They had specific strategic plans, with the goal of gaining Germany the territory and resources to be able to match the United States, the British Empire, and the French Empire over the long term.

Try Ian Kershaw's two-volume Hitler for a great, thorough source on this stuff.

Providing some context on three central topics might help answer your question and those are Nazi plans for a "new order", Nazi racial ideology, and the Nazi "Final Solution".

As regards Nazi plans for a * Neuordnung*, "new order", there is not a widely accepted and definitive interpretation among historians. There are many sources and documentation that indicate the Nazi party's plan for expansion. However, some interpretations of such sources do not accept eventual world domination as a goal while other interpretations do. For example, Joseph Goebbels wrote in 1943 "The Führer gave expression to his unshakable conviction that the Reich will be the master of all Europe. We shall yet have to engage in many fights, but these will undoubtedly lead to most wonderful victories. From there on the way to world domination is practically certain. Whoever dominates Europe will thereby assume the leadership of the world." Goebbels was the Reich's Minister of Propaganda and therefore it can be argued that a statement from such a figure should be taken with a grain of salt so to speak.

Certainly a central motivation for Hitler and the Nazi party was territorial expansion for the sake of Lebensraum, "living space" for the German people (master race), but again exactly what that area should consist of is not consistently and ultimately defined. Generally speaking, Lebensraum included territory that traditionally, historically, or even culturally belonged to Germany or was inhabited by what was considered ethnic Germans. Using the term Germany is not precise in that Germany did not exist as a unified country until 1871 when it became a nation state. Before that date is hundreds of years where borders shifted according to various systems of rule from the Holy Roman Empire to Prussia and so on and so forth. (Subsequently, even the definition of the German people and the master race can be debated from ancient heritage and beyond.)

This territorial expansion began in 1938 with the * Anschluss* of Austria where it was annexed into Nazi Germany. Later than same year, Hitler's demands for the Sudentenland, a region inhabited primarily by German-speakers in what is now Czechoslovakia, increased. In short, with the hope of appeasing Hitler, British Prime Minister Neville Chamberlain and French Prime Minister Édouard Daladier agreed to allow Germany's annexation of the Sudentenland. Although the Nazi territorial expansion did not cease in 1938, these instances at the very least demonstrate the initial intentions and motivations for Nazi European invasion.

For more on this topic I recommend "Nazi Empire: German Colonialism and Imperialism from Bismarck to Hitler" by Shelley Baranowski.

Next, the Nazi racial ideology can be explained by simple definition as "A healthy, vigorous people expands its population base of racially healthy individuals and expands its territorial base at the expense of its neighbors. A dying people has a declining population, marred by race-mixing and territorial losses to its neighbors. History is about the struggle for living space and living space is about the continued existence of race." (Dr. Meinecke, William. "Nazi Ideology and Victims of the Holocaust and Nazi Persecution". United States Holocaust Memorial Museum. Washington D.C., Nov 2002.) As one can see, the racial ideology incorporates territorial concepts. Furthermore, "Jews were special enemies of the German people. Unlike other races, Jews had no living space of their own. Jews sought to dominate host peoples by destroying the nation-state and establishing Jewish world domination. The goals of Jews, by definition, were the genetic bastardization of all peoples and the elimination of all states." (Meinecke.)

The Nuremberg Racial Laws of 1935 established a legal definition for a Jew as a person with at least one Jewish grandparent regardless of that person's religious affiliation/beliefs/practices. Additionally, there was a classification system of “superior” and “inferior” races. Examples of "inferior" included but were not limited to: Roma (Gypsies), African Germans, and those deemed "unhealthy" due to mental illness, social dissidence (e.g. homosexuals), physical disability and disease.

Lastly, the "Final Solution" is another topic that includes some uncertainty, specifically as regards when the complete extermination of European Jewry became the ultimate Nazi goal. As early as 1920 (five years before the publication of "Mein Kampf"), Hitler's plans for European Jewry were clear when he presented a 25 point plan at a Nazi Party Meeting. The plan established the Nazi intent to "segregate Jews from 'Aryan' society and to abrogate Jews' political, legal, and civil rights." (United States Holocaust Memorial Museum. "Timeline of Events: Nazi Party Platform..) However, the details regarding the implementation of the removal of Jews from European population evolved between the years 1933 (when the Nazi party came to power in Germany) and 1941 when the systematic murder of Jews began with mobile killing units during the invasion of the Soviet Union. (Prior to 1941, Jews had been Nazi targets and there were many deaths and arrests but 1941 is cited as a turning point in terms of mass murder.) These mobile killing units led to the creation of mobile gas vans then, as one might guess, to gas chambers.

The basic evolution of the Nazi persecution of European Jewry is as such: segregation by anti-Jewish legislation, systematic isolation from society, concentration by establishment of ghettos, mobile killing units, deportation, concentration by establishment of camps, and extermination. As a result of "the Final Solution" Nazi authorities and their collaborators were responsible for the murder of approximately 6 million Jews.

For more on this topic I recommend "The Path to Nazi Genocide" which is streaming online via this link.

Aside from the scope of the Nazi's plans for conquered territories, Hitler's plans for Poland may be the most revealing.

Poland can only be administered by utilizing the country through means of ruthless exploitation, deportation of all supplies, raw materials, machines, factory installations, etc, which are important for the German war economy, availability of all workers for work within Germany, reduction of the entire Polish economy to absolute minimum necessary for bare existence of the population closing of all educational institutions, especially technical schools and colleges in order to prevent the growth of the new Polish intelligensia. Poland shall be treated as a colony. The Poles shall be the slaves of the Greater German Reich.

As far as any difference in his plans for white or non-white populations, I don't think he made a distinction based on skin-color, but merely decided which cultures would be considered "inferior".