Some people used to refer to it as such, and some still do, but this is linguistically wrong. The name of the country is simply Ukraine.
So it is grammatically right to write 'Ukraine' not 'the Ukraine.'

Using "the" is a holdover from when Ukraine was under Russian domination. Both the czars and the Soviets denied the nationhood of Ukraine, and tried to force the people to assimilate. This was done by banning the usage of the Ukrainian language and by trying to get people to believe that Ukraine was merely a region of RUssia, and that the Ukrainians were merely "Little Russians."
The correct usage (and that preferred by the current government) is simply "Ukraine." The other usage was preferred by the Russian and Soviet overlords in Ukraine's past; they denied the separate nationhood of Ukraine, and considered it merely a region of Russia. Thus the usage.