Yes. So you should have selected a server if you want to select, then you look at that servers map by clicking on the corresponding letter.
Pick a kingdom to look at and a popup window should appear where you can click "Look Inside"
Do this again for a Duchy and a County and you will be able to see the settlements available in that specific County.
If you back out and select a different county, or duchy, or kingdom you can look around and see what is available to claim.
To claim you should simply have to select one of the settlements and then click the "Claim" button, but I would suggest looking around to find one you want first :D