Use the 'free' command to free memory assigned by the malloc command.
if you use the man command e.g.
man malloc
man free
it should list associated comands under a section called 'see also'. Its always worth reading to the end of the man pages, especially for the behaviour of functions when they encounter error conditions.
You can't, since you didn't save a copy of the pointer that you lost when you assigned SOME VALUE to CountryName.
One other point, in line 1, CountryName, I assume has some memory associated with it (since you've used it in the strlen()). The malloc is going to over write that pointer as well, so you'll have an additional storage leak there.