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.
Shadowsocks is a lightweight encrypted SOCKS5 proxy. It was built to be cheap on battery and to leave no obvious protocol fingerprint -- on the wire the stream is close to indistinguishable from random bytes.