The site I mentioned above provides some free mapping data, but if you google you will come up with some other providers of free map data.
You will need to obtain a list of countries that have the Lat/Long and import these into your app into a table e.g. Location, simple structure to get you started would be Country, Lat, Long, but you need to use GeoMakePoint() to
convert the lat/long to something you can use on a map e.g. GeoMakePoint(Latitude,Longitude) as GeoKey.