What you are trying to create is called a Page Set in Cognos. It takes the criteria you want to segment data with, such as Country in your case, and creates new pages for the data belonging to each Country. Here's some steps below:
Go to Report Pages and then the Tools menu.

From the Tools menu, drag Page Set onto the Report Pages window above you pre-existing report page. It'll probably appear as Page Set1 and you'll see your pre-existing report page present too, let's call it Page1.

Drag Page1 so it is nested within the Detail Pages folder that is under Page Set1. What you've just done at this point is created the structure for being able to configure how to segment your data into individual pages (ie. page sets). I'm pretty sure if you ran the report right now without defining how your data is to be segmented, it would look now different than it did before doing this (because the data segmentation is not yet defined).

The next step is defining what data element(s) to use in segmenting the data for each page. Click Page Set1 and open it's properties panel. Select the same Query as used to produce Page1 (in this example it was Query1 that was used to created Page1 so that's what I chose).

Then open the Grouping & Sorting properties for PageSet1 and find your field for Country (in mine it's called O_COUNTRY_CODE..). Drag it into the Groups folder and directly below the Overall listing.

If you want to sort the pages in order, such as on the country name from A to Z, drag the Country field into the Sort List folder as well.

That should be it for setting up the pagination. Good luck!
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Logan Whitaker
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