Hi donghoon240
welcome to the Apple (user-to-user) Community!
Re: "I can't download application, after I change the country setting. I'm korean and now I live in ITALY."
If you haven't already done so:
Seems your Apple ID account may need to be changed to your new country as well.
Before you update your location, you must spend your store credit, cancel your subscriptions, and get a payment method for your new country or region.
See how to: Change your Apple ID country or region - Apple Support
If needed: Check which payment methods Apple can accept in Italy:
See: Payment methods that you can use with your Apple ID - Apple Support
All the best :-)