I tried out Jitterbit 188.8.131.52 on my sandbox instance which has state and country picklists enabled
With no default country enabled
Test data was two rows - One specifying BillingCountry as Denmark, the other as DK.
As you can see, the row that mapped DK to BillingCountry failed as expected. Jitterbit (free) won't let you map to BillingCountryCode as far as I can see; In fact, you can't even query on the column BillingCountryCode (!)
I repeated the test with a default country = Argentina
Results exactly the same as above
Now, I changed the Integration Value (thanks @Carolyn) to DK from Denmark
In this case, the row mapping 'Denmark' to BillingCountry fails but the row mapping 'DK' to BillingCountry succeeds.
However, with DataLoader (I used V30), you can map ISO country codes to BillingCountryCode.
This input worked fine and created valid Denmark Accounts in both cases: