In Level 2 1.3.6 we have to create saved views but not sure whether they are correct or not and specially in 18.104.22.168 Include but didn't specify which one to select, please check and suggest for any corrections
It's Ok if you are not clear with the ask. Follow the below statements.
So to build the regions list you have to create a saved view out of SYS05 module with having only the 'Code' line item.
To build the Country list in the model you need to create the saved view in SYS06 Module with 'Code' & 'Region' line items.
To build the Location list you need to create the saved view in SYS07 module with 'Code' , 'Country' and 'Distribution Centre' line item. The Distribution Centre line item will be used to populate the distribution subset that you had created in the model.