Maproom uses several sources for map data. These sources have near global coverage and the quality and density might differ per area. If you want to know if an area you're interested in is covered you can check out the following places. Keep in mind that Maproom does not ship with this data. It just connects you to the map data of your choice. Also remember that each of these data sources come with their own restrictions and attributions. Maproom does not grant you any license or permission to use this data.
OSM data is created by the community and differs greatly in coverage and quality. Look on https://www.openstreetmap.org to see if it fits your needs. In Maproom you can use osm data to get building outlines or road shapes for instance.
Maproom uses several sources. You can check some of them individually
Currently Maproom uses Mapbox and Mapzen terrain data. Both have global coverage and use different datasets at different zoomlevels. Mapzen terrain data even provides bathymetric terrain data (underwater). Here's some info about the datasrouces Mapzen uses: https://mapzen.com/documentation/terrain-tiles/data-sources/.
You can use your own shapefiles. But if you need global shapes of things like country borders, rivers, urban areas and so on I highly recommend Natural Earth data: http://www.naturalearthdata.com/downloads/.