Getting the data is easy, you just ask for it. How you populate your treeview from there, is up to you. The obvious and simply way is to populate your countries at the top level, and then work through each level, searching for data at that level. I also found this:
Data Binding TreeView in C#[
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and it looks to me like you could return a table with all your data and use this control to get it built in to a tree for you.