Learn Farsi: کشور فرانسه در قاره‌ی اروپا قرار دارد. - The country of France is located in the continent of Europe.

This is the Explanatory Ezafe (ezafe-ye bayâni). In Farsi, when you use a generic geographic category (like country, city, lake, or continent) followed by its specific proper name, you must link them with an ezafe. Much like saying "the city of London" in English, formal Farsi says keshvar-e Farânse (the country of France).

Why is the ezafe physically written out as ی in قاره‌ی اروپا but invisible in کشور فرانسه?

It depends on the final sound of the first word. کشور (keshvar) ends in a consonant, so the ezafe is just pronounced as a short "-e" sound and left unwritten. However, قاره (ghâre) ends in a silent ه that produces an "-e" vowel sound. To prevent two vowels from crashing into each other, Farsi adds a "y" consonant buffer. In modern Farsi spelling, this is explicitly written out as a full ی.

Why use قرار دارد (gharâr dârad) instead of just است (ast) to say "is located"?

While you can certainly use است (ast) to just say "is" (as in فرانسه در اروپا است), the compound verb قرار داشتن (gharâr dâshtan) translates directly to "to be located" or "to be situated." It is the standard, slightly more elevated way to state physical locations and geographical facts in Farsi.

Do I always have to use the generic words کشور and قاره when talking about places?

Not at all! Just like in English, simply saying (France is located in Europe) is perfectly natural and actually much more common in everyday conversation. Adding the generic nouns with the Explanatory Ezafe just makes the sentence sound more descriptive and encyclopedic, much like reading from a geography textbook.