Ideally, someone has already created a GeoJSON file (or something that could be converted to that format) for the regions you are interested in. I’d start by googling “[name of regions] GeoJSON” to see what comes up. For example if I were interested in the different counties in Massachusetts I would google “Massachusetts counties GeoJSON.”

You can even create your own regions by using a tool like: https://support.planet.com/hc/en-us/articles/360016337117-Creating-a-GeoJSON-file

Once you have the GeoJSON file of the regions you want, you can drag that into CODAP and when you open a map those regions will be displayed.

If you have added data to your table with the regions (additional columns that contain data for each region), then you can drag one of those column headers to the map and the regions will be colored by that attribute (column header).