Adding states to countries
There is no specialized mechanism for updating the state/province values in the database. You can file an issue in JIRA (https://issues.civicrm.org/) and provide the details there, and someome from the team can add the appropriate changes for the next release.

You could also apply the changes at Github and then request a pull. The civicrm_state_province table is populated during installation via https://github.com/civicrm/civicrm-core/blob/master/xml/templates/civicrm_state_province.tpl . You can find country IDs in the country ID template.