When you write struct Y in this context
struct X {
    struct Y {
        int z;
    } y;
} x;
you do two things:
- Define 
struct Y, and 
- Add field 
y of type struct Y inside struct X. 
The four structs that you define are independent of each other. Each of your structs defines a single shop, because there are no collections inside your struct country.
Here is how you can define your shop using the structures that you defined:
// This is what the structure dictates, probably not what you want
struct country westpark;
strcpy(westpark.countryname, "Germany");
strcpy(westpark.state.statename, "Bavaria");
strcpy(westpark.state.city.cityname, "Ingolstadt");
strcpy(westpark.state.city.shop.shopname, "Westpark");
This does not look like anything that you may want, though. I think you were looking for something like this:
struct country {
    char countryname[100];
    struct state {
        char statename[100];
        struct city {
            char cityname[100];
            int postal;
            struct shop {
                char shopname[100];
            } shop[MAX_SHOP]; // maybe 128
            int shopCount;
        } city[MAX_CITY];     // Around 256
        int cityCount;
    } state[MAX_STATE];       // Probably 16
    int stateCount;
} country;
The idea here is to construct a country as an array of states, a state as an array of cities, and a city as an array of shops. Each level of this hierarchy also stores a count of items in its level, i.e. stateCount counts how many elements of the state[] array have been filled, cityCount in each state[] stores the number of city[] elements that have been filled, and so on.
The size of this struct is going to be about 50MB, so do not make it an automatic local variable: it should be either an outer scope-static or a function-scope static, because 50 MB is too much of a stack space on most systems. Here is how you would add your shop to this struct:
strcpy(country.countryname, "Germany");
country.stateCount = 1; // For Bavaria
strcpy(country.state[0].statename, "Bavaria");
country.state[0].cityCount = 1; // For Ingolstadt 
strcpy(country.state[0].city[0].cityname, "Ingolstadt");
country.state[0].city[0].shopCount = 1; // for Westpark
strcpy(country.state[0].city[0].shop[0].shopname, "Westpark");
Note that this is extremely inefficient, because it pre-allocates everything at the max. Hence the elements of the state[] array representing Bremen and Bavaria would end up with the same number of pre-allocated city[] elements, even though Bavaria is a lot larger, and probably needs more city entries. To deal with this in a resource-efficient way you would need to use dynamic memory allocation.