A screenshot from the KDP publishing process. The heading is 'Territories' and there are two options:

Option 1: All territories (worldwide rights). This is selected. 

Option 2: Individual territories.

Unless you hold distribution rights for specific territories only, keep ‘All territories’ selected. 
Otherwise, choose the territories that are applicable.

A screenshot from the KDP publishing processs. The heading is 'Territories' and there are two options:

Option 1: All territories (worldwide rights).

Option 2: Individual territories. This is selected and there are section boxes in order to select individual territories.