They are fully paid up members of FIFA, therefore, they are included as entrants into the World Cup, no matter how badly they do.
There really should be some sort of seeding for a lot of these minor countries and a preliminary set of rounds, as per the FA Cup.
The odd one will get through to the later rounds and that would be good for their development. However, it is a faisco at the moment and 0-10 defeats are not good for those on the receiving end, nor are they any good to the winners.