Hi Naga,
That is a system lookup named 'Country browse' (SCH_BROWSE_COUNTRIES). It gets its data from the view 'CMN_COUNTRIES_V'.
select name from CMN_COUNTRIES_V where LANGUAGE_CODE='en' order by name
Normally to find the lookup of an object attribute:
1) Goto the Object>>Attributes page
2) Locate the attribute in the list of attributes
3) Select the required attribute which will show you the lookup name
In this case, I did not find this stock attribute in the resource object. So just did a search for '*country' in the lookups list under Data Administration to get this stock lookup.
Regards,
Georgy