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On the home page (or dashboard) of your TZ270w, click on the Policy "tab" along the top "menu" (I am putting these words in quotes because I do not know the official SonicWall terminology and because they really aren't those things, either).
Now, on the left-hand menu, click the Security Services label to expand the group.
You will find the Geo-IP Filter entry in that list. Click on it to get to the windows appropriate for setting those options.
Hope that helps!
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Also, moving this question to the Entry Level Firewalls category.
I hope this helps in the future.
Technical Support Advisor, Premier Services