My country is not registered in iTunes country list. Now what can I do to purchase app?

You won't be able to have an iTunes account until if/when Apple open an iTunes store in your country, or you move to a country that has an iTunes store - you can't use another country's store, part of the store's terms is that you have to be in a country to use its store

No, you can't download any content from a country's store unless you are in that country and have a billing address in that country on your account