In short: Use Shipping Country with two-letter country codes. As a Global Condition it limits the whole discount; as a Per-Discount Condition it gives each country its own discount type.
One offer for some countries only
In Global Conditions, add Shipping Country, Equals,
US, CA.Add your discount types.
US and Canadian customers get the discount. Everyone else doesn't.
A different offer per country, in one code
Example: free shipping in the UK, 10% off in the US.
Add a Shipping Discount with Free Shipping, and the Per-Discount Condition Shipping Country Equals
GB.Add a Product Discount of 10%, with the Per-Discount Condition Shipping Country Equals
US.

Good to know
Country codes are two letters:
US,GB(notUK),CA,AU,DE.Product and order discounts check the country your store is showing the customer, so they can apply in the cart. Shipping discounts check the shipping address, so the UK free shipping appears once the customer enters a UK address at checkout. See Shipping Country condition.
Fixed amounts are converted for customers paying in other currencies. See Using OneCode with multiple currencies.
