Article is one the most difficult things to master in the English language (grammar), because some languages they even don't have articles.
Here are some basic rules of when to use the article "the"
For Continents, such as Asia, Oceania, and Europe, we don't use "the"
Correct: China is in Asia.
Incorrect: China is in the Asia.
For countries: most countries we don't need articles "the". For example, Australia, Canada, Mexico, we don’t need "the".
Incorrect: the Australia, the Canada
However, for some countries which have "republic" or "people's democratic" in their (political) titles, you will use "the"
E.g. the People's Republic of China
Some islands countries will also need "the". (this rule is not consistency with island)
E.g. the Bahamas, the Philippines
Also very important ones, you need "the" in UK and USA. So we say "the UK" and "the USA"
For landmarks, most of them we need "the"
E.g. the Eiffel Tower, the Statue of Liberty
For Oceans: you must use "the"
E.g. the Atlantic, the Pacific, the Indian Ocean
For Seas: you also need to us"the"
E.g. the Caspian sea, the Baltic sea
For Rivers: we use "the"
E.g. the Nile, the Amazon
For Lakes: we actually don't need "the"
E.g. Lake Geneva, Lake Superior