A catch-all shipping rule for those areas you haven't covered...
Rest of the World Shipping
Within the Shipping menu (under Settings) one of the "Countries" you can select is called 'Rest of the World (everywhere else)'.
Selecting this option will cover every country and region that you have not previously setup a shipping zone for.
It, therefore, needs to be handled with care. Firstly, to ensure that you don't setup a zone which will negatively effect your profit margin by being priced too low. Secondly, to ensure that your customers are receiving the shipping costs that you want them to.
The alternative is to setup shipping zones for places you know you can ship to with the associated costs. If anyone who orders does not fall under these rules they will be presented with this message:
Beneath this will be shown your Customer Support email and telephone number. This needs to be set under Settings > General > Customer Contact
This method has it's pros and cons; namely you don't need to cover every country with shipping rules, but it is interruptive to a customer which is not great for the customer's experience.
Ultimately the decision of where you want to ship products to depends on your own setup, logistics and products.