A country code is the number you add to the front of a phone number to direct your call or SMS (text message) to the correct country. For example, the USA has the country code 1, United Kingdom is 44, India has 91 and South Africa has 27.
If you don't enter your correct country code, you won't be able to receive any Bluepulse notifications via SMS. If you're unsure of your country code, just click on the 'Find Code' button during sign up or in the 'Details' section of the 'Profile' tab.