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This is a very inaccurate map, as it lumps the actual Italian empire, protectorates and administrated regions all together as one. The map's resolution is very small so it's hard to tell, but some places are marked that were none of the above (e.g. Athens in Axis-occupued Greece).
Even worse though, this map includes regions that were never under Italian control simultaneously. Quoting from the Wikipedia image on the linked article (and which this map is an either accidental or intentional worse copy of):
Italian Colonial Empire. Every territory ever controlled by the Italian Empire as some point in time during World War II. (many of those were not under Italian control until November 1942/early 1943, and East Africa was lost before the conquest of Yugoslavia and Greece in 1941)