A country is an inhabited geographical area, the limits of which can be defined for example physically (the french-spanish border is the Pyrenees) or ethnically (France is the country of french people).
A state is a more accurate concept defining people living within a particular identified territory, sharing a same rule, and the institutions that rule this territory and its people.
Sometimes it is possible to interchange "country" and "state", but not always. The U.S.AAs an example Japan is both state and country. areEngland is a country and a nation, but not a state, since they're a federal republic of several states. Japanwhile the United Kingdom (UK) is both state and country.