OziExplorer does not come with any maps.
Maps for OziExplorer are just image files of maps. Some come with geo-referencing data for others you have to do the referencing yourself.
I've scanned and calibrated maps from street atlas's before. I've also extracted maps from pdf files for Ozi use.
For the US maps are available for free for download.
(For the SouthWestern US states I've prepared complete plug-n-play DVD sets. These sets available for a small fee )
For Mexico you can by maps that work with Ozi from INGI.
Don't know about Africa, but Scott got some maps for Marocco somewhere I believe.