This page consists of screenshots from Security Settings – Block/Unblock Countries Screen in Captcha Bank WordPress Plugin.
This gives an idea about how to Block/Unblock Countries.
In order to prevent unauthorized access to your website and protect your privacy, you would need to block specific countries so that users from those countries don’t get access to your website.
From “Available Countries” select list, you would need to choose the countries which you would like to block from your site. You can also unblock countries by removing them from the “Blocked Countries” list.