If you want to add countries simply use this fantasic and free plugin:
https://wordpress.org/plugins/woocommerce-add-countries/

Woocommerce is a bit rigid with countries. I had a client based in the UK who wants to have free shipping for most areas but £20 for Northern Ireland and £10 for the Highlands and Islands. Now Woocommerce only has one option for the UK.

To get round this I used the plugin and added
UK Northern Ireland
UK Highlands & Islands
UK excluding N.I. and H&Is.

Then customers can choose the correct option.