Here are some examples:
* The United States
* The Amazon River
* The Eiffel Tower
* The Himalayas
However, there are exceptions to this rule. For example, we don't use "the" before most countries that are plural, such as The Philippines or The Netherlands.
In summary, the use of "the" before "Ukraine" is a grammatical convention that follows the general rule of using "the" before proper nouns referring to unique entities.