Do you want your store to be available in other areas, other than where you live?
Do you only see the United States on your checkout page?
Check out my article to learn how to enable international buying!
The most likely reason for your countries not appearing in this step of the checkout is that your international markets are not currently active. You're going to want to turn your international markets on, for your desired countries to appear! I have the steps here to do so below:
Login to your Shopify Admin
Click on 'Settings' > 'Markets' > 'International'
Click on 'Manage', and then click 'Activiate'
Turning this option on will allow people from all over to purchase from you!