. . . . . . . . First World War lasted from 1914 till 1918.

A number defining a position of something in a series is known as an ordinal number. For example - first, second or third. Ordinal numbers in a sentence should always be used with 'the' before them.
In the given sentence, the ordinal number is used as an adjective where the ordering is unique and definite. Thus, Option C is the correct response.