How do I change the demographic categories so that I can include non-United States addresses? Currently, I am only seeing United states cities and states.
What country are you trying to switch to? What I would do is go to Administration > Layouts and the click Demographics from the dropdown and play around with the format of how demographics are layed out.
AFAIK OpenEMR only has US-specific data and you need to add your own data using Administration > Lists for: