How can I have all my sequence one after the other?
It looks like you started by linking a button to the timeline "Introduction" and making the end action of that timeline to be the first country, etc. That will work. But now you must keep the one order, or change a bunch of end actions. Also, when you play that timeline as a "chapter," you'll have to use an override so it doesn't continue on to the next country. The alternative is to create a "Playlist." Your "Play All" button links to the playlist, and the end action of the playlist comes back to the main menu. You put all the timelines into the playlist, and to change the order, you just move them around in the playlist.
The end action for each timeline can be "last menu" or whatever you want it to be when it is played as its own chapter, just as Alan describes.
You can also create multiple playlists - e.g. my favorite countries - and only put some of the sequences in that playlist.
http://helpx.adobe.com/encore/using/playlists-chapter-playlists.html