In this option, you can configure the country and review the list of all the countries you have already configured.  

To add a new Country, just click on NEW COUNTRY.

After you click on NEW COUNTRY, You will be redirected to another page where you can enter information for COUNTRY[1], COUNTRY CODE[2], and COUNTRY PHONE CODE[3].

Now click on CREATE.

I have just added Australia as a new country here. As you can see, it has been added to this list.