In Vedanta, it's very clear through the realization of what we are. This makes us understand how this world is appearance in awareness. In all of the Upanishadic teachings actually, it's there. The same ideas can be conveyed to the masses in a much easier form through stories and the moral teachings. We'll see here in the katopanishad it will come later.
Swami Sarvapriyananda teaches the Katha Upanishad, which is one of the most popular Upanishads. The scripture concerns the story of a young man who goes to the house of death to find out what happens after death. The reply describes the nature of reality and the meaning of life.