It is the country where you are currently living (of course any short term stays like holidays or business trips are not counted).
You can have different status in that country - you can be a citizen (I guess this one is still the most common), a permanent resident, a temporary resident (for example student, or under a work permit), or you can be a refugee or protected person.
And of course you can be also out of status - which means that you are currently in that country illegally.