Final answer:
The mountain range in the Southwest of Russia, extending to Georgia and Azerbaijan, is the Caucasus Mountains. Mount Elbrus, located on the border between Georgia and Russia, is the highest peak on the European continent and in Russia.
Step-by-step explanation:
The mountain range in the Southwest of Russia, extending to Georgia and Azerbaijan, is called the Caucasus Mountains.
The Caucasus Mountains are higher than the European Alps and were formed by the Arabian tectonic plate moving northward into the Eurasian plate. The highest peak is Mount Elbrus, located on the border between Georgia and Russia, which is the highest peak on the European continent as well as the highest peak in Russia.