Which of the following Countries are on the African Continent: Nigeria, Ethiopia, Egypt, Tanzania, Kenya, United Kingdom, Belgium, France, Germany, Russia, Afghanistan, Iraq, Brazil, Columbia.
Of the Countries you listed, Nigeria, Ethiopia, Egypt, Tanzania, and Kenya are on the African continent. 

For reference: 

United Kingdom, Belgium, France, Germany, Russia are on the European continent

Afghanistan and Iraq are on the Asian continent

Brazil and Columbia are on the South American continent