Your invention will be protected in every country in which your patent is granted. So first you have to determine in which countries you want protection:
If you want protection in one or more individual countries, you can file a national patent application in each of those countries.
By filling a European patent you can apply for patent protection in one or more of the 38 countries that are members of the European patent organisation. (These 38 countries concern all the member states of the European Union together with Albania, the former Yugoslav Republic of Macedonia, Iceland, Liechtenstein, Monaco, Norway, San Marino, Serbia, Switzerland, Turkey and the UK.)
The international procedure offers the possibility to apply for a patent in more than 150 countries with one single filing.