Many decades of research have traced the evolution, the series of changing species, along the more or less direct line beginning with African primate species about 5 million years ago. That species has since diverged into a small tree of “cousin” species. The modern chimpanzee is one, homo sapiens is another.
Fossils of every twig on that five million year evolutionary branch are found only in Africa.
Varieties of homo sapiens, such as neaderthal and denisovan, appear outside Africa as of at least one hundred thousand years ago. (These are called separate species, even though they retained the ability to interbreed and produce offspring capable of continual breeding. In other words they still functioned as varieties of one species.)
Oh, and Another Thing 