Do the armies you get for a continent have to go on the continent?
Looking at the rules here They say with emphasis mine:-


  Territories. At the beginning of every turn (including your first),
  count the number of territories you currently occupy, then divide the
  total by three (ignore any fraction). The answer is the number of
  armies you receive. Place the new armies on any territory you already
  occupy. Example: 11 territories = 3 armies 14 territories = 4 armies
  17 territories = 5 armies You will always receive at least 3 armies on
  a turn, even if you occupy fewer than 9 territories.
  
  Continents. In addition, at the beginning of your turn you will
  receive armies for each continent you control. (To control a
  continent, you must occupy all its territories at the start of your
  turn.) To find the exact number of armies you’ll receive for each
  continent, look at the chart in the lower left-hand corner of the game
  board.


To clarify, you relieve armies on any territory you control.  There is nothing in the rules for continent bonuses that say ,just go on the continent.  it just says "you receive them" and the rule above that is to place any territory you control.