From the Super Mario Wiki
Africa is a continent located on Earth. It is the greater area to countries such as Egypt, Nigeria, South Africa, Morocco, and Kenya. Africa is well-known for its exotic wildlife, jungles, and massive deserts.
Africa appeared in the episode of The Adventures of Super Mario Bros. 3 titled 7 Continents for 7 Koopas. When Bowser tried to conquer the entire Real World, he put Kooky von Koopa under control of Africa. Kooky used his Magic Wand to turn all of Africa's animals, (such as a lion, giraffe, zebra, gorilla, and an African elephant), into stuffed animals. Luigi later stole Kooky's wand, and turned the stuffed animals back to normal. The animals proceeded to chase Kooky.