Since you asked specifically for Combinatorica and since I'm always hesitant to start tromping around on the internal details of a package then perhaps this will help you:
Load Combinatorica using << or Needs if your version needs this. Then using your data:
edges={{"Conga" -> "Egypt"}, {"Egypt" -> "Conga"}, {"Conga" -> "Sarah Desert"},
{"Sarah Desert" -> "Conga"}, {"Egypt" -> "Europe"}, {"Europe" -> "Egypt"},
{"Egypt" -> "Arabia"}, {"Arabia" -> "Egypt"}, {"Egypt" -> "Sarah Desert"},
{"Sarah Desert" -> "Egypt"}, {"UK" -> "Europe"}, {"Europe" -> "UK"},
{"UK" -> "Iceland"}, {"Iceland" -> "UK"}, {"UK" -> "Greenland"},
{"Greenland" -> "UK"}, {"Europe" -> "Arabia"}, {"Arabia" -> "Europe"},
{"Europe" -> "Germany"}, {"Germany" -> "Europe"}, {"Europe" -> "Iceland"},
{"Iceland" -> "Europe"}, {"Europe" -> "Sarah Desert"},
{"Sarah Desert" -> "Europe"}, {"Germany" -> "Russia"}, {"Russia" -> "Germany"},
{"Germany" -> "Arabia"}, {"Arabia" -> "Germany"}, {"Germany" -> "Iceland"},
{"Iceland" -> "Germany"}, {"Germany" -> "Irakistan"}, {"Irakistan" -> "Germany"},
{"Austr(al)ia" -> "China"}, {"China" -> "Austr(al)ia"}, {"Arabia" -> "Irakistan"},
{"Irakistan" -> "Arabia"}, {"Canada" -> "More Russia"}, {"More Russia" -> "Canada"},
{"Canada" -> "USA"}, {"USA" -> "Canada"}, {"Canada" -> "Andy's Mountains"},
{"Andy's Mountains" -> "Canada"}, {"More Russia" -> "Russia"},
{"Russia" -> "More Russia"}, {"More Russia" -> "China"}, {"China" -> "More Russia"},
{"More Russia" -> "Irakistan"}, {"Irakistan" -> "More Russia"},
{"China" -> "Irakistan"}, {"Irakistan" -> "China"}, {"USA" -> "Greenland"},
{"Greenland" -> "USA"}, {"USA" -> "Andy's Mountains"},
{"Andy's Mountains" -> "USA"}, {"Brazil" -> "Sarah Desert"},
{"Sarah Desert" -> "Brazil"}, {"Brazil" -> "Andy's Mountains"},
{"Andy's Mountains" -> "Brazil"}, {"Russia" -> "Irakistan"},
{"Irakistan" -> "Russia"}}/.Rule[from_,to_]->{from,to};
labels={"Canada", "USA", "Greenland", "Brazil", "Andy's Mountains", "UK", "Iceland", "Germany", "Europe", "Russia", "More Russia", "Irakistan", "Arabia", "China", "Austr(al)ia", "Egypt", "Sarah Desert", "Conga"};
numberededges=Partition[Flatten[edges/.Thread[Rule[labels,Range[Length[labels]]]]],2];
ShowGraph[AddEdges[EmptyGraph[Length[labels]],numberededges],
VertexLabel->labels,PlotRange->All]
Now if the autoreformatting hasn't ruined this then I think you might be ready.
I haven't made the edges directed in this and I assume you might want to do that.
Hopefully this is enough to get you started.
All this is based on paging back and forth for a few minutes in "Computational Discrete Mathematics: Combinatorics and Graph Theory with Mathematica" by Pemmaraju and Skiena. I believe anyone trying to use Combinatorica without having this in front of them is just nuts. I wish we could convince them to bring out a new edition of that, fix some of the typos, and get them to make it a little easier for someone who doesn't know all about Combinatorica to be able to use it to get started.