Important note, control of territories and even regional keywords can change from event to event. Please try to make sure you are using the most recent version of the map that is available. There is no guarantee that the maps will be updated every event.
The Gazetteer tells you all about the places on the map while the Pronunciation guide tells you how they're said.
Alongside the above, you can take a look at Nicholas Avenell's wonderful zoomable Google version of the Empire Map.
Also, Racheet Dave has now produced a cool dynamic map so you can study the Empire territory by territory.