You can enable IP Geolocation to have Cloudflare geolocate visitors to your website and pass the country code to you in ISO 3166-1 Alpha 2 format.
You will find the IP Geolocation option under the 'Network' section of the dashboard.
The option for IP geolocation will be found near the bottom of the page:

Once enabled, we will then add a header called "CF-IPCountry" to all requests we make to your website. Here are a couple of examples of how to access/store this value:
$country_code = $_SERVER["HTTP_CF_IPCOUNTRY"]; // to access in PHP
$country_code = $ENV{"HTTP_CF_IPCOUNTRY"}; # to access in Perl
Cloudflare includes this information for both IPv4 and IPv6 addresses. Currently, the IPv4 information is more robust, but we expect the IPv6 data to improve rapidly.
Note: XX means there is no country data