You can set which countries you will ship web orders into via the Delivery Countries page in Cloud MT:

https://cloudmt.citruslime.com/#/select-country

On this page, you can also dictate which countries can be used as the billing address in the checkout.

If a country is Active it means that the country can be used in a billing address.  Inactive countries cannot be used for billing or shipping addresses.  In the checkout, addresses using an inactive country will be disallowed.

If a country is Shippable it means that the country can be used in a shipping address.  In the checkout, addresses using a non-shippable country will be disallowed.
 

In the images below, we can see examples of the three different setup options which can be configured:

With the above configuration option, we will allow this country to be used in the billing and shipping address (so, we'll ship to this country).
 

Here, we will allow this country to be used in the billing address, but we will not ship to the country.
 

In our final example, we will not allow this country to be used in the billing address, and we will not ship to the country.

Editing States

Where the country has states associated with it, a link will appear under the Edit States heading.  

Clicking the link opens a pop-up to manage the states for that country. 

At the time of writing, United Kingdom, United States, and Canada are the only countries to have states assigned to them.

The same configuration options described above can be applied to individual states within the country itself: