I had the same problem. At first I cannot see any other country other than US but I went to IMPROVE>INTERNATIONAL>LOCATIONS. And on the LOCATION page go to ZONCE>COUNTRIES and select all the countries you want to allow purchasing. By default only US is selected. You can select 1 by 1 or if you want to enable all countries, you can use the Bulk Action on the bottom of the page to SELECT ALL and then ENABLE SELECTION.
Edit History
I had the same problem. At first I cannot see any other country other than US but I went to IMPROVE>INTERNATIONAL>LOCALIZATIONS and added my own country there under IMPORT LOCALIZATION PACK and once that was imported, my own country appears now with US in the check out page. I guess only countries we add into localisations will appear in the country checkout page. Anyone know if there is a way to add all countries at one go without adding localisation one by one?