One of the main characteristics of the Horizon Europe programme is the openess for the participation of different legal entities all over the World. The legal entities from the EU Member states and entities from countries associated to the programme are automatically eligible for funding, whereas legal entities established in a non-associated third country shall bear the cost of their participation.
However, a legal entity established in low to middle income non-associated third countries and, exceptionally, other non-associated third countries, shall be eligible for funding in an action if the third country is identified in the work programme adopted by the Commission, or the Commission or the relevant funding body considers that the participation of the legal entity concerned is essential for implementing the action ( 'Rules for participation and dissemination', Article 23)
Recently, the list of so called "Third countries" is published officially at the Funding and Tenders portal, under section 'Reference documents'. It is important to consult this list in Annex B of the Work Programme General Annexes available under the "Topic conditions and document" section on the call page.
The good news is that most of the African countries are automatically eligible for funding.
The list is attached here for your convenience.
Source: Funding and Tenders portal