You should be able to change your location by going to:
Settings > Other Settings (Bottom Right) > Profile > Region Settings
Understand that changing your country can mess things up. You will be warned of such.
It's much like the Wii Connect24. It allows your handheld device to be connected via the internet while it is on standby so your friends can connect, interact, and leave messages with out you having to be there.
SpotPass will allow your handheld device to connect to the Nintendo's servers (via your home Wifi network or an open network) and download game ...