Cuman is a country in Europa Universalis II. Their provinces are light brown in normal games and light orange in fantasia games. Cuman does not exist at the beginning of any of the scenarios, so is not a playable country. As they are also not listed in revolt.txt, they cannot be created mid-game either.
Cuman has no game files listing any monarchs, scripted leaders, or scripted events. The country is presumably intended to represent the nomadic people of the same name who eventually settled in Eastern Europe.