Selecting the country you will be launching a project from is the preliminary step in project creation, and unfortunately there's no way to change this.
If the wrong country has been selected for your project, the simplest resolution is to start a new project. Make sure to double-check that the appropriate country is selected on the screen that appears. You can also copy over any existing information from your current project before deleting the draft.
Keep in mind that in order to launch a project from a certain country, you must meet the eligibility requirements.