Countries are each separate objects. They are composed primarily of quad meshes with beveled edges so that even with the same material applied to all nations, the borders are clearly visible.
The map also follows the natural curvature of the earth (ocean sphere included).

We also separately sell a complete 3D map of the earth globe with over 180 countries for a great price and a 3D USA map with all the states.

Includes Mediterranean and Black Sea nations.

There are a few materials in the Max file but the countries are essentially just colored objects -- you can apply your own materials or change the colors to suit your needs.

Note: In the MAX file the models are uncollapsed, with Meshsmooth on top (set to level 1). You can turn this off or increase the smoothing level.
In the preview images above, the last image shows an unsmoothed model (meshsmooth off). If you need an unsmoothed model in a non-Max format please let Turbosquid know and I will export it this way for you.