In order to create a navigation to all the Items, as they are not separate pages but automatically generated - you can use a properly styled ListView of the widget with template showing the Titles only.
Regarding the sub categories, in order to achieve this using the out-of the box functionality, I would recommend you to create separate Area (add another level) in the Location module and the Locations to be separated by Area (e.g. Location > Asia > Japan, China,... ; Location > North America > USA, Canada.... )
I hope this helps.
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