the countries used by power store are stored in the ps4_countries table of the power store database, you can edit that table to remove UK and add entries for Northern Ireland, Scotland, Wales, England etc...
The plus button next to Content in the content admin section does not actually create a page. It creates a new content location. you can add content areas to that content location. next to each content area, is a link for "Developer Notes". That will give you code to add to a php page that you create in your site in order to display that content area. you would create a new page, and add the developer notes code where the content should display.