How can I change my empire in last shelter survival?

Not sure about 'empire'. You can change the alliance you are in by going to the 'Menu' option on the left, select 'Alliance' and then the 'Manage' option at the bottom. In this screen you can quit your alliance or find a new one.

You can also move your base to another State if you have a Teleport Item available to you. These are limited though. Also in the Menu is the 'items' option. Here look for an item to teleport. You may have 'alliance teleport' that will move you near to other alliance members. There is also a beginners teleport to that is only available when you are a new player

You can also use an advanced teleport to move your base but you can only within the same state after you reach level 6.

The state#68 is missing from the map how do I find it?