King with a yen to wander in country (5)
I believe the answer is:
kenya
'country' is the definition.
(Kenya is an example)
'king with a yen to wander' is the wordplay.
'king' becomes 'k' (**).
'with' is a charade indicator (letters next to each other).
'to wander' is an anagram indicator.
'a'+'yen'='ayen'
'ayen' is an anagram of 'enya'.
'k'+'enya'='KENYA'
'in' acts as a link.
(Other definitions for kenya that I've seen before include "Kikuyus' country" , "East African republic" , "E African country" , "Republic in East Africa" , "Its capital is Nairobi" .)