It will depend on why you need it and what you hope to achieve.
In short, there isn't a true "geo-blocking" solution that you can apply to Squarespace 6 or later. There are some workarounds, but they cannot truly block all access to your site, at least not in the security sense of the term. For example, you could try to prevent users reaching your website via its primary domain name but you could not prevent them from reaching it via the built in .squarespace.com domain. For this reason, if you are trying to stop a country accessing your site because of potential hacking or dDOS attacks, you should rely on Squarespace's extensive built-in security measures. You cannot add to them.
However, if your product licensing agreement restricts you from advertising your products in a particular country and you simply want to stop people in that country from stumbling upon your site, there may be options that can help. Please note that none of these are supported by Squarespace, so if you get into difficulties, you'll be on your own. Also, bear in mind that most workarounds will be bypassed by visitors who are using an out-of-country VPN service.
The most effective option is to use a third party proxy service. There are some free plans with a limited number of rules but if these don't meet your needs you need to purchase additional services to. Note that this will require you to modify your DNS settings so that all web traffic is sent to the proxy service first.
Another option is to purchase a third-party geo service that will supply code you can add to your website's code injection header. These services will also charge on an ongoing basis to provide their service.
Finally, you could hire a developer to write some specific code for your site, but as internet topology changes every day, this will need to rely on one of the IP address services (option 2 above) or it will become out of date quickly.
