1) Install the World Lookups component and use the data structures (lookup tables/entities) in your application.
2) If you are restrained in AO consumption in your OutSystems license, you can after installation remove the entities/lookups you don't need from the data model.
3) Deploy the Data Migration Manager (DMM) component from the Forge to populate the entities with up-to-date data, for free. You can afterwards remove the component if you are constrained in AO usage (the DMM component is just used to populate data into the World Lookups, it isn't needed afterwards).
If there's a lookup you need and still isn't included into the package, open a ticket request sending an email to dmm.support@infosistema.com, together with any other sugestions.
If you want to know about the process to update the World Lookups data with the DMM component, look into the online DMM's User Manual, in entry Update World Lookups data.