hi ,

if company with heterogeneous databases and branches all over the world want to build data warehouse , what will be the best architecture ?

From what I read until now I think it is federated data ware house. But I am not sure if I understand it ,they always talk about data marts when talking about federation, but my idea is to build data warehouse for all the branches in each country to meet their requirement.

Read Inmon's books if you want to build a true data warehouse. Read Kimball if you just want to build datamarts.