easy enough.
1.For starters you need a picture of a map, save it as a bmp and use this as your background pic.
2. Hard code the dimentions of the pic using scalemode pixels and scalewidth and scaleheight.
3.Code an Array of index's for x and y values that correspond to the different states and/or cities.
4.Code it so that on mousedown or mousemove the x,y values are compared to the vals in the array and produce a shape,pic,or pixel color at that position.
5.Remove(visible=false) or move (move method) or biltblt the shape,pic,or pixelcolor when not over anymore.

pset(x,y) will get you a dot
circle (x,y),r will do a circle
not gonna touch blitting here
a simple method might be using formName(or picname).cls before each shape or whatever is moved. Be prepared for a lot of flickering if your not gonna dive deep into bltblit or Memory DC's though. If you go the blt and DC route come back when you understand those for more help.