For translations you need to use WPML > “String Tranlsations”.
- First go to Theme and Plugin localization
- Click the checkbox for the WordPress Country Selector
- Scan the plugin for Translations (button on the bottom)
- Then go to string translations and select our plugin
- URL: yourdomain.com/wp-admin/admin.php?page=wpml-string-translation%2Fmenu%2Fstring-translation.php&context=wordpress-country-selector#icl-st-toggle-translations
Some Screenshots: