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. As an example Japan is both state and country. England is a country and a nation but not a state, while the United Kingdom (UK) is.