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The idea of the game is that you build the world as you play. For that you either can write it yourself or you can buy the Raven's Purge campaign. The Raven's Purge campaign contains eight adventure sites with background and also a ninth finale adventure site. You can place these sites wherever you like, even though there are some suggestions and obvious choices for it. Regarding the names on the map. They are mentioned vaguely here and there in this story, but there are no details for them. That will be up to you to come up with. One of the reasons for that is that the various adventure sites that you place (be it Raven's Purge or those that you write yourself) on the map, will create a game world, a game world that probably will be a bit different from mine, just because we have placed various sites in different places.

The other campaigns may differ a bit from this approach. Bitter Reach for example have some sites (along the coast if I remember correctly) that are already on the map and described in that book, but it will also have some adventure sites that you can place.