This map from Oloruntimehin's book "The Segu Tukulor Empire" is indicating the modern states and the areas which where belonging to the Toucouleur empire in the 19th century or areas which were affected by activities caused by the Empire.

On the very left, at the Atlantic coast, we have Sénégal with the country of Fuuta Tooro at the Sénégal river at the border to Mauritania. Because of the strengths of French Colonial Military Oumar was not able to free Fuuta Tooro and make it a part of his Empire. The main part of Oumar's and Ahmadou's Empire is located in today's Mali, concentrating on Bamako and Segou. Dinguray was the capital of Ahmadou's brother Muhammad Aguiba, in the north of Fuuta Jaloo, located in Guinea Conakry. In Fuuta Jaalo Oumar has started the foundation of his Toucouleur state in circa 1850. Following the river Niger upwards from Segou, we reach Hamdallahi in Maasina, which was incorported into the Empire after Oumar's success over the Fulani Cissé dynasty. And in Sokoto in Nigeria Ahmadou and his Tijanii followers found their exil when the French troops destroyed the Toucouleur Empire in 1893.

On pulaaku.net there is also a very nice map of  Oumar's empire  (source: Henri Moniot Al-Haji 'Umar):