The main antagonists in the Cold War were the United States and the Soviet Union. However, the Cold War ended up affecting practically every country in the world in some way.
Some countries were affected by having wars erupt within them. The three biggest examples of this were Vietnam, Korea, and Afghanistan. In each of these wars, indigenous communists fought indigenous non-communists. In each case, both sides had help from other countries that were on their side. In each case, the countries were badly impacted by the fighting.
In other countries, the impacts were more positive. The US and the USSR would compete with one another to help countries that were not firmly aligned in one camp or the other. They would often give economic aid to countries to help persuade those countries to take their side. This meant that some countries benefitted from the Cold War in economic terms.
Finally, we can say that all countries were affected by the Cold War because the Cold War shaped the international order. All countries had to worry about what would happen if nuclear war broke out between the two main powers. By contrast, most countries also benefitted to some degree from the relative peace that typified the Cold War. The US and USSR generally kept large wars from breaking out among other countries because it was in their interests to do so.
Thus, the Cold War had a wide variety of impacts on various countries of the world.