You can begin by browsing through the bins at some local thrift stores for dolls, toys, and costume and decoration ideas. Spending some time in the library may also help you research your them.
All this research should give you some idea of what you would like your assemblage to do, or say. THEN, work hard at thinking about the details of how to put your piece together.
Ideas:
I. GIANT jungle gym with dolls, dressed up in national costumes, climbing all over it.
2. Pyramid of dolls
3. Two or three dolls of obvious ethnic differences, holding a miniature globe.
4. Photos of children in a 3D mosaic, with some pieces raised off the background level with pieces of foam. The piece can even be build on a slant, with the top edges of the photos raised. The background surface can be a map of the world.