Africa - big continent, many languages. Where do you start?
I've learned to be wary of logging on to African websites, particularly Nigerian.
Do all Africans have surnames? I don't know. It seems to me that a large proportion of second names borne by Africans are names of forebears, i.e., patronymics, so studying given names will help.
Yoruba names can be found in R.C. Abraham's "Dictionary of Modern Yoruba" (London, 1958), you may find a copy in a good reference library. I've found many of male given names are also surnames.
You will find lists of Senegalese names, including surnames, at -
www.senegalaisement.com/senegal/noms_et_prenoms.htmlthough they are not translated and the text is French. It does identify the different linguistic groups to whom the names belong; Manding, Fula, Wolof, etc.
You will probably find some information on Swahili names on the web. Many of these are Arabic/Muslim adapted, e.g., Aliyu for Ali. These can be forenames or surnames. This is also true of the Muslim peoples of West Africa, where you will find variant forms like Buba for Abu Bakr, and Brima or Braima for Ibrahim.
Many families in old Portuguese colonies such as Mozambique and Guinea-Bissau have Portuguese surnames.