For starters, you'll need a data set that includes all the countries of the world along with their continent. I threw one together as an example (attached). I then built the following view in Tableau.
We're coloring by the continent and letting Tableau do the rest.
To make the ocean blue, click on the Map menu then select Map Layers. In the box on the left, de-select "Base"
Right-click on the map and select Format. On the shading control, choose the "Worksheet" option and set your color.
See attached workbook.