How To Pre-Populate Country and State Drop Downs In Registration Forms

I can see how easily form fields can be made in the theme but what is the process to pre-populate the drop-down select lists with countries and states/provinces? I need those options (along with many others) to be mandatory when users sign-up for an account and also editable when they manage their profile.

I am new to WP. What php files do I edit to dynamically populate those select lists in the registration and edit profile pages (I can do this with PHP if I knew where to hook into these processes. I need to pass the user’s current geo location country and state to pre-select the appropriate options.

I assume that any DB fields I make in the theme are stored in the theme’s tables and not in the WP tables… so I need to know where to reference these and how to reference these $var->stateprov or some kind of short codes… just not sure how to reference this stuff and where to find it in the theme files..

Thanks!