If taxonomy exists then to show some code

If you want to check for the existence of a taxonomy, use taxonomy_exists( $taxonomy ):

<?php
if(taxonomy_exists('country')){
     echo 'All courses in' . get_the_term_list($post->ID,'country', ' ', ' ', '' );
}
?>

etc…

Edit

If, instead of checking for the existence of a taxonomy, you want to check if the current post belongs to a taxonomy, use get_the_term_list( $post->ID, $taxonomy ):

<?php
if( false != get_the_term_list( $post->ID, 'country' ) ) {
     echo 'All courses in' . get_the_term_list($post->ID,'country', ' ', ' ', '' );
}
?>