1. Navigate to Company Settings > Filters on the Proofpoint Essentials console
2. Create a New Filter with direction Inbound and give it a relevant name e.g. Geo IP Filter
3. With the scope at Company Level, use the following filter logic:

IF Client IP Country IS *begin typing a country name and a selection list will appear which you can choose from
DO Quarantine (Override Previous Destination ticked)

4. Optional: Enter a Description for the filter
5. Save the filter. Once you have done so you can go back in to edit the filter and check its usage stats.

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Additional Information: 

~ It is worth noting that the country of origin is located in the Details of a message from the Logs. Scroll down to the bottom of the Details page and you will see the Client GeoIP Lookup with the country of origin value beside it. 

~ Adjusting the Filter Logic, you could also set up the above filter to only allow certain countries. The Filter Logic would only have to be slightly adjusted: IF Client IP Country IS NOT *enter country* DO Quarantine.