Since version 1.2.x, the plugin WC Provincia Canton Distrito allows you to set locations from different countries. You must follow the guide of Add States and Cities to WooCommerce (Provincia Cantones) to get it working on your site.
Also, you need to set up your locations in a .json file that will be loaded to your site, and then they will populate your dropdown addresses fields on your Checkout page, My account flow, and others.
Complete this prov-cant-dist.json file might be stressful, so I will be sharing some country files that I’d received from external collaborators. I invite you to participate and share your country’s State and cities locations file. You can send it to firstname.lastname@example.org.
Any doubts or suggestions?