First, verify that the country has been marked to be included in the Address as it will be printed
1. Configuration > International
2. Open country
3. Mark checkbox for Include country in <Address as it will be printed> using
4. OK

Next, open the transcript parameter
1. Select the Format tab
2. Under Header, select Student Information
3. Highlight the row for Address
4. Select Format Field at the top right of the grid
5. Increase the number of address lines
6. Select OK
7. Preview transcript

Country will now be included in address lines