I like Power BI, and the latest update features the ability to set a custom web url onto another column. So, I couldn’t resist trying it in the example below. Notice that the Country or Area values are hyperlinks to the url of the country page in the CIA World Factbook.
[UPDATE Oct 2021: The CIA World Factbook has been updated, and this the flag links are currently broken]
The Flag column is an image url from the CIA World Fact Book too, but the Continent and Region data are from StatisticTimes.com.
For once, there is no Visio but the principles used for the datasets can be found in my earlier post : Replacing Images In Visio Shapes By Changing-Data.