How to make a vector outline of select items?

I want to make a laser cut map of the world. I downloaded a vector file from the link below. I want to cut out the continents and islands but only etch the countries and states.

My dilemma is that there is no continent layer. I thought maybe I could create a mask of the countries of the continents but it's not working like I thought it would, I am a newbie.

tl;dr How do I make a vector outline of JUST the continents and islands?

http://ift.tt/1AiRCMB