Available countries list won't appear when set in Localization
If I understand your question correctly you are asking how you can select all countries in one go.

You can do this by clicking on the first country, then scroll down, press shift and click on the last country. Now press "Add".

If you want to add or remove countries from the selection press Ctrl and click.

Edit: please note that this only works in CiviCRM 4.6 and before.  It is not possible to do this in CiviCRM 4.7.  See related question - How can I select all countries to be available for address fields in CiviCRM 4.7?