When the International Stage is completed, you need to file “National Stage” applications in all those countries of your interest. This is a country-by-country filing process in which you need to prepare and file respective patent applications in each country separately. There are some regional applications which cover several countries in one single application. For example, the European Patent Application, the Eurasian Patent Application, etc.
The International Stage is useful to give you an idea if your invention is novel and patentable. If you receive a positive result on your Search Report and on the International Preliminary Examination Report then you have solid grounds for deciding whether it is worthwhile or not to pursue protection in those countries of your interest.