@leotheless
Hi Leo Welcome to the site. 
You need to alter the xml that is in the games folder that is in the map folder of Big World.
So go to your triplea folder downloadedMaps.
Select Big World.
Open it until you get to the games folder.
Then open the xml with the editor of your choice. Most use notepad++ if on windows I think.
Then change the Territory to Impassable in Territory Attachments.
An example from the WWII Global 40 game.

The above makes Himalayas impassable.
The Pact of Steel 2 xml explains map making in detail.
pact_of_steel_2.xml
Probably best to move to Map Making and ask there. Not that it bothers me you asking here 
Edit
You should be able to do it with edit at game start though