For Windows Mobile, you can see ExTapi example under CellCore inside sample folder for Windows Mobile 6 SDK.
It will show you how to get IMSI. you can extract the MNC MCC from the first 5 or 6 digits of the IMSI.
there are two kinds of Country Code we can get here..
1) from the IMSI, meaning that it will be tied to the sim card, and thus, the operator where you subscribe your phone services regardless whether you are roaming or not.
2) from the current network. you get the country code for the current network you are logged in. for WM, this can be obtained from RIL API.
this is different from your Country/TimeZone set in the Windows Mobile Settings.