I would like to add a map that changes sections to differents colors

Eg. I may have population data for differnet states in a coutnry which I have classified as high med and low. In this case I would like to have this represented on the map

I realise this is probablty fairly involved but I would appreciate some indication of what step are involved. n.b. I am unsure with how I can split a map into different objects (i.e. the states.) so I can set the backcolor

Regards

Barry