Was there going to be any plans for annexation or invasion for these countries? What about Turkey and the middle east once Russia had submitted.
Hitler's plans for a final peace were... let's say fluid. So it is hard to say precisely what a final victory would have looked like. But in general it was always something like this:
The Greater Reich. This would include all true Germans. So Germany, Austria and some other areas. Exactly where the borders would be was uncertain. Switzerland, the Netherlands, the Scandinavian states, and the rump of Bohemia and Moravia were sometimes be discussed for complete annexation... and sometimes they weren't. Regardless of annexation though, all were to be kept in a close German sphere of influence.
The Occupied East. This would be attached to the Reich and ruled for Germany's benefit. The residents would either be Germans or functionally enslaved locals.
The European Union. Outside of the directly occupied lands, the plans called for a form of a European Union. But it would be an EU run by Germans for the benefit of Germans. In theory all the other states would be independent and would be allowed independent foreign policies. But there may be a monetary union. And at the very least the Germans would have pro-German trade agreements. France, Spain, and Portugal would all fall into this German sphere of influence / EU. As would the Nordic and Balkan states. Depending on Italy's power, position, and desire when peace finally came, they would either be inside or outside the EU system. Any other country in Europe who didn't get with the program though, would have faced the installation of a pro-Nazi government.
Turkey, the Middle East, and North Africa's final disposition would depend on the final peace deal with the UK. Hitler was focused on Europe and the Soviet lands. And he seemed willing to deal to end the war with the UK. However he was unlikely to return much that he had conquered. If Axis troops occupied Egypt, Turkey, or other ME territories he would have likely held on to them or had Italy do so, as part of any final agreement.