Arda is Tolkien’s fictional world, whose shape and geography change through the mythology’s great catastrophes.
Arda begins as a world shaped by the Valar under the authority of Eru Ilúvatar. It includes Middle-earth, Aman, and other lands. The destruction of Númenor is one of its major transformations: afterward, the world is changed from a flat world in the mythology’s earlier geography to a round world.
Eä is broader than Arda, referring to the created universe, while Valinor is a region in Aman. Númenor is an island kingdom rather than the whole world. These nested names make the terminology difficult, but Arda is the specific answer for Tolkien’s world.