If you use a line trace, you get the coordinates returned
If you’re just clicking using the mouse cursor, you can convert that to world coordinates
Once you have a point in the world you can convert it to a point on the globe using a bit of math. You still have to figure out what country that is! 
It may or may not be easier to just cover the relevant regions of the globe with collision boxes and then you know where it was clicked. You can parent the boxes to the globe to make sure they move with it.