There are many resources available now to explorer COVID-19 statistics.
Here's a nice discussion on R Views on COVID-19 epidemiology with R, which starts off with loading data. Nearly certain that dataset had country level data.
The example above loads covid stats directly from the Center for Systems Science and Engineering (CSSE) at Johns Hopkins University github repo.
But easing things, I've also seen a few R Packages on CRAN that help supporting loading and interacting with this data.