The real words
Data Category
Data CategoryA property set on a column, under Column tools, telling Power BI what kind of real-world thing the column holds. The geographic options are Address, Place, City, County, State or Province, Postal Code, Country or Region, Latitude, Longitude and Web URL or Image URL.
Until a column is categorised, Power BI treats "Maharashtra" as text and offers no map. Once it is set to State or Province, the column carries a map icon in the Fields pane and can be dropped on a Location well.
Check against your class slides.