This is not supported out-of-the-box, but it shouldn't be too difficult:

1) You need to create a new multiple choice field in the given document types that will allow you to choose target countries.

2) In the web parts used to show the content, you need to specify the Where Condition e.g. like this:

CountryField LIKE '%{@CountryCookie@}%'

where CountryField is the name of the multiple choice field you created in step (1) and (2) is the name of the cookie that contains the country code (provided that you use the same country codes in the CountryField values and country cookie).

Hope this helps.

Regards,
Petr