Just choose which country you want and click the button. Pick whichever location is closest to you, or actually closest to where the content or service you are reaching sits -- for most people that is the same thing, but it is not always, and the account works the same regardless of which one you choose.
SoftEther serves two protocols that most operating systems already ship with: L2TP over IPsec, and SSTP. There is nothing extra to install -- you add a VPN in the system settings, enter what the panel gives you, and connect.
