Clicking the Countries tab accesses a screen where you can select which countries you want to receive. You can either include or exclude the desired countries by clicking either the green checkmark icon (include), or the red minus sign icon (exclude).
The magnifying glass/search icon can be used to search for the desired country to include or exclude. Begin typing the name of the country you want, and this list will narrow down to your specific choice.
When you close the Countries tab, a summary is shown in the upper right-hand corner of the Countries display bar that shows that you've applied some sort of targeting. (Example: 1 Country Included).