It's definitely correct. Whilst the four main constituent parts (England, Northern Ireland, Scotland & Wales) are FIFA members in their own rights, the sovereign nation of United Kingdom of Great Britain and Northern Ireland is NOT a member. In due course, the four may expand to five, as Jersey is interested in following Gibraltar, the newest UEFA member which is targeting admission by FIFA.
The embarrassment of not getting the UK as I sit here on this rainy morning in eastern England. I did get Tuvalu though, so all those years watching footie on telly and on the terraces, all that money spent travelling to away games and watching us get thrashed were all worth it.
Denmark (as in the Kingdom of Denmark which is the sovereign country) should be added. Each of the individual constituent countries have their own FA's.