It can be done very easily but the methodology varies according to software. So, first let know which gis software you are using.

hello.

you can also use this https://mapchart.net/

could be helpful some how

but better to use gis and the points raised by Sitender Malik above

all the best

Innocent

This can be easily done using a GIS software. You can make a polygonal feature class with the states and use an appropriate symbology to highlight your study area. ArcGIS is the most popular GIS package, but its a commercial software. QGIS, SAGAGIS etc. are free packages.

You cand find documentation on map preparation and symbology in QGIS in the web.

e.g.

https://docs.qgis.org/2.8/en/docs/training_manual/basic_map/symbology.html

Thanks for your contribution.

First download Malaysia from DIVA GIS. Then open QGIS (you can download it) and click on "add vector layer" and browse the country's map. Then click on "select feature" and pressing "Ctrl", select all the states you want to show on your map. Then click on vector and select " geoprocessing tools" and then click "clip". Then select the appropriate layers from the list. And click at the last dropbox to create temporary layer and click "run". Then right click on the already created layers panel and click "property" and then "labels". From the dropbox select " show labels for this layer" . Then select the appropriate names from the "label with" and click "ok". You will get the states with their name. Then continue exercising.