Q: New Apple TV 4th Generation Control

Welcome to the Apple Community.

1. Have you tried charging the remote.
2. Have you tried pressing the menu and up button for a few seconds while holding it an inch or two away from the Apple TV, if successful you should see an onscreen message saying the remote has been paired.
3. If you have an older remote from an earlier model Apple TV or MacBook, you may be able to use it to restore the Apple TV which in many cases has been enough to re-enable the Siri remote. You will need to complete set up to undertake a restore.
4. If you have a USB-C cable you can try restoring it by connecting it to iTune on a computer.
5. If you have tried all these steps, don't have an earlier remote or a USB-C cable or using them is too inconvenient, return it to the store from which you purchased it for a replacement.

Apple TV remote (4 Gen) won't work. I can restart the box with the remote, but can't select a country with it. Can anyone help me?

You are not alone with remote troubles.  Take it back and get another.  Mine worked perfect out of the box. 

You should do whatever is most convenient for you to do.