If you have a country-specific domain, such as .co.uk (for the UK) or .se (for Sweden) then Google automatically presumes that your site is targeted to that region. It’s not something you can change yourself.
If you have a country-neutral TLD (such as .com or .org) then Google doesn’t automatically presume any particular targeted country. If you have a geographically neutral domain name but a site that is specifically targeting a certain country then you need to make sure Google knows that. Failing to do so will mean that your .com site appears lower down in search results. This can be particularly noticable for non-english language sites in countries where Google search is available in your language.