Continent Adjective Person
Africa African an African
Antarctica Antarctic
Asia Asian an Asian
Europe European a European
North America North American a North American
Oceania Oceanian an Oceanian
South America South American a South American

"Continent" is a geographical term, not political.

Using 'the'

Most names of countries are used without 'the',but some countries and other names have 'the' before them.....The USA,The UK

Some countries can be referred to with and without 'the'...(the) Lebanon,(the) Gambia,(the) Ukraine.