With Odoo, you can have different types of shipping methods, and you can limit them to a certain number of countries.
Go to the Inventory module, click on Configuration and then on Shipping Methods.
Select the shipping method that you want to change, or create a new one.
In the Destination Availability tab, choose the countries to which you want to apply this shipping method. For instance, you want to limit the shipping method "The Poste" to the United Kingdom, simply choose "United Kingdom".
Now, that this is done, let's see the result.
If the customers go to the website and try to buy something, once they've entered their details and proceed to the payment, the website will propose them only the shipping methods that apply to their shipping address. As you limit The Poste to United Kingdom, only customers whose shipping address in United Kingdom can see and choose The Poste in the Shipping Methods list.
Else, the customers whose shipping address in anywhere else wouldn't see the option The Poste in the list as the illustration below:
This process doesn't work in backend. We assume that when you create a Sale Order, you know which shipping method you can use since you created them.