how can ı teach nationalities and countries by a game or a diffirent material?

How old are your students?😕

You can use flashcards of the countries and also you can make your students to draw the countries' flags and color them.

For real beginner? With a small group? What about... After they had gone through saying their own data (I'm from Germany. I'm german.) , shuffle and put all the cards with the names of the countries and respective nationalities you want to teach in a pile, each student picks one: if it's his own country he goes: Yes! I'm from Brazil. I'm Brazilian. Or: No. I'm not from Brazil. I'm not Brazilian. But, So-and-so is Brazilian. (If there's some Brazilian in the group)