Can I select United States if my country is not listed?
You can put United States as the country for your Apple ID and, if necessary, use your friend’s US address (or any US address at all) as yours. Apple does not try to verify that you are actually from the US or, by any means, you or someone else is associated with that address. However, Apple will ask for a US-based credit or debit card or a US-based PayPal account whenever you want to buy anything from Apple such as music, videos, an app or a service like iCloud. 

Or you might keep buying US iTunes gift cards off of the internet (or you may buy them yourself if you are visiting the US frequently or your friend may buy them for you and send them to you once in a while) but the first option is a bit costly and slightly risky and it is up to you to decide about the sustainability of the latter two. 

In addition, if you would like or need to change your Apple ID country in the future, you might eventually lose some of the stuff you have bought from Apple until then under that Apple ID. 

You can find here at Apple’s support site payment options accepted by Apple.

P.S. You shouldn't need a phone number to create an Apple ID. But if you put your friend's phone number in and confirm it for another purpose later on, then, unlike the address, s/he would not be able to use that number for another Apple ID.