Words for countries are proper nouns.
All proper nouns begin with a capital letter in English.
Words for nationalities are adjectives.
Words for nationalities also begin with a capital letter in English.
Countries are places.
Examples: France, Chile, Saudi Arabia
Nationalities are words we use to describe someone from a particular country.
Amina is a Somali woman. (nationality)
She comes from Somalia. (country)
Owen is Welsh. (nationality)