Hello there, 

Well, some Countries are pre-filled with the States data, for other countries User have to manually add. The best way is to do that is under Contacts Menu -> Configuration (Need to install Contacts module if not already there.)

Hi,

As there is no states for some countries in the db, you can manually enter it to the db. While creating the states specify its country also.

For example you can create from the customer form view, then in the states field, click on the create and edit.

Thanks