"He is going to France and Scotland."
Translation:Mae e'n mynd i Ffrainc a'r Alban.
Yes. This is similar to the name 'THE United States of America' in English. Not many countries use the article.
Welsh is similar and the majority of countries are not preceded by 'y' or 'yr'.
The following are the main countries that spring to mind where the article is used:
-Y Ffindir : Finland
-Yr Almaen : Germany
-Yr Eidal : Italy
-Yr Alban: Scotland
-Y Caribi : The Caribbean (although it is not a single country)
'Unol Daleithiau America' means The United States of America. But, as in English, the full title is not often used and instead the following are more commonly used:
-Yr Unol Daleithiau : United States
-America : America (obviously)
There is no real logic behind the use of 'y' or 'yr' and it's just something that must be learnt.
Hope that helps to clear it up.