What exactly is this event?

The destruction reaches far beyond Winden, though as you mentioned the entire world wasn't destroyed.

I can't find specific information on the official Dark guide, which is surprising given how much it contains. Maybe I just haven't found it yet.

However, in season 3 there is a radio broadcast in one of the scenes where Peter and Elisabeth are looking for Charlotte, which mentions that scientists across the world are theorizing that the cause of the global events such as tsunamis, earthquakes and weather phenomena might have been caused by time standing still for a fraction of a second.

In the finale, Claudia further confirms that time does in fact stand still for a brief moment (during the apocalypse).

The main takeaway here is that the blast itself seems to have only destroyed the greater Winden area, but additional effects have caused disasters all across the world.

The world may not have been destroyed but the way in which the post-apocalyptic world is described does suggest that a significant amount of the world's population was killed following the Winden apocalypse.