A dot plot will typically have one Measure placed on the Columns or the Rows, the Marks Card will be set to Circle and Dimensions will be used on Details and/or Color.
Double-click Life Expectancy Female to move it to Rows
Right-click on Life Expectancy Female on the Rows, select "Measures (Sum)" and change it to Average.
Double-click Region to move it to Columns. This will create multiple dot plots across the Columns.
Move Country to Details on the Marks card.
Move Region to Color on the Marks card.
Using the dropdown box on the Marks card, select "Circles".
Move Year to Filter and select "Years" in the menu. Choose "2012" to filter the data to a single year (Optional).
Double-click the y-axis and select "Fixed" and set the "Fixed Start" to 40.
You should now have a dot plot similar to the image below.
Adjusting size and color
Select Size on the Marks card and adjust the size of the circles as needed.
Select Color on the Marks card and set Opacity to 65%.
Select Border and pick a medium gray color.
Note - the opacity and border is a useful tool when lots of dots plot on top of each other.