Mule event is correct answer. Mule event has two parts which are as follows
1) Message (which contains payload and attributes like headers and query/uri parameters
2) Variables

To compare, DataWeave syntax is #[payload == "FR"]. In this case only one = is used so it will give syntax error.

Variables are stored under Mule event. Please refer to below image for the hierarchy .

Choice router finds the FIRST true condition, then distribute the event to the ONE matched route.
MuleSoft Doc Ref : https://docs.mulesoft.com/mule-runtime/4.1/choice-router-concept The Choice router dynamically routes messages through a flow according to a set of DataWeave expressions that evaluate message content. Each expression is associated with a different routing option. The effect is to add conditional processing to a flow, similar to an if/then/else code block in most programming languages.
Only one of the routes in the Choice router executes, meaning that the first expression that evaluates to true triggers that route's execution and the others are not checked. If none of the expressions are true, then the default route executes.