Please set up Continent > Region > {counry} structure for that search facet. Client will then assign countries to each region. 

= Continent > Region like this:

Americas (North America, South America, Central America, Caribbean)

Asia Pacific (Central & South Asia, Northeastern Asia, Southeastern Asia, Australia and Oceania)

Europe (Northern Europe, Southern Europe, Eastern Europe, Western Europe)

Middle East/Africa (Middle East, Northern Africa, Southern Africa)


* note only need the back-end, client will do country assigning. We see no way to create in Tags.