Yes, you can create a trip that is spread across multiple countries. Here is an example -
Here is another example on how you go about it -
Step 1 : Search for the first country you would be traveling to. In this case i select France
Step 2 : After saving the trip and entering all activities you would be doing in France. You can now search for another country (in this case Spain) and start adding the activities for the new country.
