To make a very big map

Hello. I have a question in map-creation. Can you help me?

I have to make a very big map. Do i have to create the map with a little pieces of Terrain or one big Terrain? How does it affect memory and CPU usage? Does every piece of map load at the PersonController approach moment?

Thanks a lot! I look for “Umbra” demo-video. It’s grate. Thank you very mach!