Edit in JSFiddle

fetch('https://restcountries.eu/rest/v1/all')
  .then((response) => {return response.json()})
  .then((countries) => {
    var options = document.getElementById('someSelect');
    countries.forEach((countrie) => {
      options.appendChild(new Option(countrie.name, countrie.name));
    });
  })

<select id="someSelect">
</select>