2 Added remark about masculine vowel, thanks to @StéphaneGimenez remark.
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You can’t always use “en”. When you need to use “à” + country, you’ll need to use “au” if the country’s name is singular masculine and begins with a consonant sound, “en” when it is singular feminine or singular masculine and begin with a vowel sound, and “aux” when it is plural.

La Belgique, leLe Danemark, l’Afghanistan, la Belgique, les États-Unis

become

En Belgique, auAu Danemark, en Afghanistan, en Belgique, aux États-Unis.

You can’t always use “en”. When you need to use “à” + country, you’ll need to use “au” if the country’s name is singular masculine, “en” when it is singular feminine and “aux” when it is plural.

La Belgique, le Danemark, les États-Unis

become

En Belgique, au Danemark, aux États-Unis.

You can’t always use “en”. When you need to use “à” + country, you’ll need to use “au” if the country’s name is singular masculine and begins with a consonant sound, “en” when it is singular feminine or singular masculine and begin with a vowel sound, and “aux” when it is plural.

Le Danemark, l’Afghanistan, la Belgique, les États-Unis

become

Au Danemark, en Afghanistan, en Belgique, aux États-Unis.

1
source | link

You can’t always use “en”. When you need to use “à” + country, you’ll need to use “au” if the country’s name is singular masculine, “en” when it is singular feminine and “aux” when it is plural.

La Belgique, le Danemark, les États-Unis

become

En Belgique, au Danemark, aux États-Unis.