Interactive 2D map using shapefiles

Hi - I am pretty new to Unity but I have been able to find my way around. However, I have encountered a problem and no matter how much I google I can't seem to find a solution that works. I am probably just doing something silly. Any help would be appreciated.

So what I am trying to do is to create a 2D map in unity. This map will be used to navigate through a 3D world. The map must be clickable because I will start with a world map and then based off the user's click, the map needs to change to that country's map. I have talked to different people and the way I want to go is with shapefiles since they already contain the information as to where the country and state boundaries are. In addition, I know I will have to work with shapefiles in the future so I figured I would just get some practice with them now. I wanted to start small so I downloaded a zipfile that contained the shapefile for the united states. I downloaded QGIS per a forums instructions and opened the shapefile in that software. In QGIS I was able to highlight individual states as shown in the photo below upload_2017-1-5_10-9-43.png

Now I want this same functionality in Unity, except I don't just want to highlight it, I also want it to be clickable and to be able to identify that state as Montana.

So from here I was able to converted this file to a DXF and then converted that to an FBX. But after that I am lost. I am not sure I even had to do those conversions.

If anyone could help me in this endeavor I would great appreciate it! Again I am new to Unity so if you could keep that in mind I would greatly appreciate it.