Okay so here you assign a string to the variable response
String response="Error !!! Country not found";
then here you concatinate other string to response, which gives you your output.
response += "\n";
response += it -> name;
i.e. Error !!! Country not found + \n + it->name etc
Secondly as @ChrisJ.Kiick said you have a mysterious String type which isnt a part of the c language