It's a tiny country that most people have never heard of.

have 是助动词，用于构成现在完成时。 heard 是动词 hear 的过去分词，意思是"听到、听说"。 of 是介词，表示"关于"。 have heard of 是一个固定搭配，表示"听说过"，指对某事物有所耳闻或了解。