Usually you cannot do that.
When you take part in Said lotteries you need to be a legal resident of the places where the lottery happens.
Say you want to play a lottery in the USA. You will need to be in the USA, be 18 years of age or older and be a legal resident of the country. If you are a tourist or there illegally you will not receive the prize.
This is also valid for any country. Lotteries are local.
You can only play in online casinos, but that is a whole other type of game.