Madagascar was a island nation on Earth, located off the coast of eastern Africa. Other island nations of Earth included Greenland, Great Britain, and Australia.
Maps of the Earth, including Madagascar, were present on the library computer of the USS Enterprise in 2254. (TOS: "The Cage")
The island of Madagascar has never been directly mentioned in dialogue, but can clearly be seen on a world map in the remastered version of the "The Cage".