Get QGis, install the QuickOSM plugin from the plugin database, and that'll allow you to do an Overpass data pull from the OSM database. Be sure to set the timeout to a longer period in 'advanced' or it'll fail to get all the information from the database in time, I usually set it to 2000 seconds for something about this size.

You'll get the prefectures and regions with Boundary: Admin Level # pulls. https://wiki.openstreetmap.org/wiki/Key:admin_level to get you started on knowing which key you'll put in. And then you can make the layer permanent (right click, make permanent, set it to a place to save and give it a file type) and convert it to a .shp file there. You will need to credit OSM to use their database, but that's easily done.

Not sure about the long/lat lines, I think that'll probably be done by setting a projection in QGis, but the boundaries should take no more than 10-15 minutes to render into QGis once you set up the Overpass query correctly, which QuickOSM will mostly do for you, you just need to identify the right key to type in which should be "boundary" in the first box and then "administrative level (number)" in the second.