It supports US, UK, DE, JP, CN, FR, IT, ES, CA, BR, IN, MX.
You have to set one as default out of all above. Also, You cannot set affiliate for all country with one code, the same is not available on Amazon!
One more thing to keep in mind, if you set affiliate for US Amazon and the user buys from Mexico Amazon you will not get any benefit.
You can use a paid service https://www.geni.us/ if you want to avoid this problem. They automatically set the proper codes as per geo location.