My Environment:
Grafana 6.6.0
WorldMap Panel 0.2.1
MySQL 5.7

Step 1: Connect to your database (create a datasource)
Configuration menu item -> Data Sources -> Add Data Source.
Select MySQL or whatever the database you need to connect to.

Step 2: Install WorldMap Panel plugin
You can install it manually or using the cli using the following command
grafana-cli plugins uninstall worldmap-panel

Step 3: