You should always use the singular, even if the country name is plural in form. There are quite a few of these: The Netherlands, the United Arab Emirates and, of course, the United States of America, as well as some others. Even so, they take a singular verb: The Netherlands is a small country in Europe.
Traditionally in English, countries, ships, even ships named after men such as USS Barry, and oceans have been referred to using the feminine pronouns. The origins of this practice are not certain, and it is currently in decline (though still more common for ships, particularly in nautical usage, than for countries). In modern English, calling objects "she" is an optional figure of speech, and is advised against by most journalistic style guides.That said, Australian men refer to their car as "she".