During our unforgettable tour across Europe we visited many countries: France, Belgium, and the Netherlands in Western Europe; Spain and Italy in Southern Europe; Poland and Belarus in Eastern Europe.
The use of articles in English can be a bit tricky, but in this case, the general rule is to use "the" before the names of countries that have a plural or singular form (e.g., the Netherlands, the United States) and to not use any articles before countries that are singular and do not have a preposition (e.g., France, Poland). Also, "the" is used before regions (e.g., Western Europe, Eastern Europe).