Maybe can someone advise me? My server is located outside of US (in estern Asia), but I linked it in Google Webmaster tools to US. But then I go to statistics there, I see only searhes from some countries, but not from US (which I'm interested in). Did I do something wrong?
You can target the US in webmaster tools if that is the only traffic you are interested in. If you want global traffic, I would submit your site to all the Goog data centers in the US and try to get links from US sites. If that doesn't work, buy hosting on a US server.