A "foreign country" is any country that's outside of the one that you're talking about.
That might mean:
- a country that you were not born in
- a country that you do not live in
- a country that's not the main topic of discussion
For example, if you were born in Korea and you recently moved to Canada, you can say this about Canada:
It's hard living in a foreign country.
But if you're talking to other Canadians, you can also say:
I was born in a foreign country.