This article from the New York Times does a fairly good job of explaining how even when the president of one’s country says there are no gay people around - as recently happened with Iran – he can be both right and wrong. In many countries, there are many men who are having sex with other men – they just may not be organized around a gay identity or have any legitimate social status. Even in the US where we have a large gay community, it has not always been the case – and even now in the US, men who have sex with men don’t always call themselves gay. The politics of identify, of course, have everything to do with gaining status and rights, which remains a struggle for GLBT individuals (whether in behavior or identity).
Check out the web site of Homlan, the self-described Iranian Gay, Lesbian, Bisexual and Transgender organization.
Also check out the web site of Parents and Friends of Lesbians and Gays for more info and local support resources related to sexual orientation.