[BirdOPrey5]

First you get an image of a a world map-

Then you load the map into one of the "Image Map generators" online.

Then you spend a long time outlining each countries borders and assigning a link to each one.

Then you generate the code, copy it somewhere safe so you don't have to do all that work again, and finally paste it into a template somewhere- FORUMHOME most likely, so it can be used.