You can update any field in a table. The reason, why you cannot edit the primary key value here, is that it (the primary key) has been referenced by another table as a foreign key. You will have to drop/change any referencing rows in other tables in order to update this "Country" column.
On a side note, in real world the best practice is to create a table called "Country" with 2 columns. One integer column which is the primary key called "ID" and the other column a varchar(50) named "description". You can make the ID column an auto-incremental field to reduce the hassle and make the "Description" column a unique index. Update the other tables to refer to the "ID" column as a foreign key. The key advantage in this approach is, you can change the description which is the name of the country to anything else without updating the ID, which I think what you want to achieve
Hope this helps