Usually, the European powers got together to decide who would rule what parts of Africa, the Middle East, etc. For specific areas of the world, you'll have to do some reading:
http://www.bing.com/search?q=How%20colonial%20borders%20were%20set%20&qs=n&form=QBRE&pq=how%20colonial%20borders%20were%20set%20&sc=0-13&sp=-1&sk=&cvid=E74A5AB7967F4C50A40A5666AC9CFCE7
European colonial powers were not concerned with keeping kingdoms or cultural groups intact. What factors might have contributed to the borders they created?
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