It depends on your point of view - and more importantly it depends on where the the soldiers fighting the war are located. A war on a country means a war against a country, but the actual fighting might be taking place outside the actual boundaries of the country, and in the case of a non military war like for example an economic war or a cyber war, the the main actors and aggressors could be situated a long distance from the point of attack. A war in a country suggest that the the aggressors - military or otherwise - are physically within the geographical boundaries of the country being attacked.

Charlie's answer is absolutely correct. Given the current situation, with Russia having troops inside the The Ukraine, one could refer to those activities as in (inside) The Ukraine, but normally we speak about war on a country. News articles will say "XXX country declared war on YYY Country"

As other have suggested . . . . war IN describes where the war is. war ON describes who the war is against. Examples, War on drugs; War on poverty, etc.

If you are describing where the war is... then you would say war IN... if it was a war that your country was fighting against another country then you would say war AGAINST.