EUROPE
Europe though the country no longer exist.
Europe. It used to be part of Yugoslavia.
Neither. Yugoslavia was a country but it no longer exists.
Europe
Asia
Europe
Europe.
On the West side of African continent.
You question asks "Locate the continent" the use of the word continent is SINGULAR. However, these landmarks are not located on a SINGLE continent. For this reason your question can not be answered.
There's no country anywhere on the Antarctic continent.
Yes. Consult an atlas.