Thank you for your question.
Can you say me from which address are you talking about? from the company's info in "Store Details" tab in ATUM settings or from the Supplier's address?
Anyway in both cases, we're using WooCommerce countries to keep ATUM compatible and to simplify the code, so if you've configured WP in chinese language WC (and ATUM) will show the countries in that language.
You can use the next WC's hook to customize the dropdown ('woocommerce_countries'), but keep in mind it changes them in all WooCommerce, including the frontend.
Hope this helps.