SQL Server 2019

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Microsoft SQL Server 2019 (RTM-CU3) (KB4538853) - 15.0.4023.6 (X64) Mar 4 2020 00:59:26 Copyright (C) 2019 Microsoft Corporation Express Edition (64-bit) on Windows Server 2019 Standard 10.0 <X64> (Build 17763: ) (Hypervisor)

create table YourTable
([Date] Date
, Country varchar(20)
, Location varchar(20))

insert into YourTable values
('2020-01-01', 'abc', 'west'),
('2020-01-02', 'abc', 'north'),
('2020-02-01', 'xzy', 'west'),
('2020-02-02', 'xzy', 'east'),
('2020-02-03', 'xyz', 'east')

Select * into #temp from(
Select country
  , FORMAT([date], 'MMMM') as Month
  , count(*) as Tot
from YourTable
group by country, FORMAT([date], 'MMMM')
)a

--Select * from #temp

DECLARE @cols AS NVARCHAR(MAX),
    @query  AS NVARCHAR(MAX);

SET @cols = STUFF((SELECT distinct ',' + QUOTENAME(c.Month) 
            FROM #temp c
            FOR XML PATH(''), TYPE
            ).value('.', 'NVARCHAR(MAX)') 
        ,1,1,'')

set @query = 'SELECT country, ' + @cols + ' from 
            (
                select Country
                    , Month
                    , Tot
                from #temp
           ) x
            pivot 
            (
                 max(Tot)
                for Month in (' + @cols + ')
            ) p '

execute(@query)

country	February	January
abc	null	2
xyz	1	null
xzy	2	null