Filter data using exposed filter using country in drupal 7?
Entities are opened for views to show results. Fields are attached to entities, and with views you can either show the fields or can filter your results with the fields. So, assuming you are trying to make a view of any entity (node,user etc.), you can use the Address field or the Countries module and add the field provided by any of the module to entity you are listing though views.

After adding the field to the entity, the same field will be available in views to be showed or used as exposed filters.