Africa was a continental landmass on the planet Earth.
Maps of Africa were among the USS Enterprise computer files accessed by the Talosians in 2254. (TOS episode: "The Cage")
In centuries past, Africa was colonized by Europeans, who captured slaves and divided the continent into a number of arbitrary states. (FASA RPG module: The Orions: Book of Common Knowledge)
In the 23rd and 24th centuries, it was the location of the African Confederation (TNG episode: "Cause and Effect"; ST video game: Away Team) and/or the United States of Africa. (TOS novel: The Starless World)