ICAO codes have a regional structure, the first letter is allocated by geographical area thus:
A = Antarctica
B = Greenland
C = Canada
D = Northwest Africa
E = Northern Europe
F = Southern Africa
G = West Africa
H = East Africa
K = United States
L = Southern Europe
M = Central America
N = South Pacific
O = Middle East
P = North Pacific
R = East Asia
S = South America
T = Caribbean
U = Russian Federation
V = South Asia
W = Southeast Asia
Y = Australia
Z = People's Republic of China
The second letter identifies a country within a region, except for Canada and the US (and except again for Hawaii and Alaska which are in the US but have Pxxx codes not Kxxx).
The third letter may indicate a 'group' of airports within a country. Most countries who use this particular convention use a letter to denote the FIR in which the airport is located. So F is Frankfurt FIR in Germany, M is Munich; P is Paris FIR, M is Marseilles. Other ways to use the third letter include identifying a group of airports with a common factor. For example, A was used in Germany for all Canadian and American air force bases.
The last letter identifies a specific airport.
A google search will trun up lots of airport/code cross-reference sites.