When you are using a self fulfillment price sheet, only countries that have a corresponding shipping method can be selected as the Billing/Shipping Country on the checkout page. When you first set up your Store, there will be sample shipping methods set up for the United States, Canada and the United Kingdom.
If you would like to offer different options to your clients, review your shipping methods in Store > Shipping and edit them to ensure there is at least one method available for every country you want to sell to. If you’d like to offer shipping to all countries, select Ship To International when adding a shipping method.
For more information on creating shipping methods for self fulfillment price sheets, see this guide.