You can but you would need Latitude/Longitude of the location. Splunk Software ships with geo_attr_countries.csv and geo_attr_us_states.csv which give Latitude Longitude based on US States and all the countries of the world. There is also similar kmz file which comes with Splunk geo_countries.lmz and geo_us_states.kmz which are used for Choropleth Maps
You can also search online for Latitude/Longitude based on City/State/Country etc. As far as you are able to link location in your data with Longitude and Latitude you should be able to plot Map using geostats command ( geom command for choropleth which requires region ).
Hope this helps. If not, get the Splunk Dashboard Examples App as stated in previous comment to get Examples and understand how these work.
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