Step 1: When you create a new connection, for example as shown here in Connect To hadoop article, you will get to Preview Screen.
Step 2: On preview screen, select the column dropdown list on top, which is populated with the country names and corresponding to which, you want to get its geo-coordinates.
Step 3: Click on "Lookup for geo-coordinates for countries" under Geo operations section in the dropdown. Corresponding to the names of the country in the column, we will get the coordinates in the adjacent columns.