Hello,
The first thing that is usually needed for multipalyer is a dedicated server. This server usually has some game rules (server Game Mode) for example match duration, number of players, list of maps that being used etc. Unreal Engine 4 is designed with networking in mind, thus achieving basic networking functionality (building dedicated server, in this case) is quite easy.
If you like to learn more about dedicated server in Unreal Engine 4, please go here:
Dedicated server can be launched on any computer that you want (of course with respect to technical requirements). Clients can connect to it via appropriate IP address and port. As for the countries, this question is usually actual when there are many users, so you may want to create a separate server, that will transfer players to appropriate dedicated server depending on, for example, their geographical location.
Hope this helped!
Have a great day!