As explained in both the comics and movies, Asgard is actually another dimension/planet. The "gods" like Thor aren't really gods but aliens. Asgard is an entire world and contains people who aren't white, just like our world contains people who aren't white. This is taken directly from the source material, since non-white Asgardians have been present for a while, most notably Hogun, who is Asian.
Wakanda is located on Earth and is an isolationist African kingdom,