[Sergiy Radyakin]

Joseph Coveney has correctly identified the reason for the error: the CSV format is not appropriate in this query.
The data is available in CSV format. Hence the following query works:
http://api.worldbank.org/en/Countries/chn?format=csv
The following query also works:
http://api.worldbank.org//////////////////////en/Countries/chn?format=csv
The number of slashes doesn't matter. Any properly configured server will resolve it in a reasonable way, in this case collapsing multiple slashes into a single one.

To get the metadata use the following query returning an XML file:

tempfile tmpfil0
copy "http://api.worldbank.org/en/Countries/All" `tmpfil0'
view `tmpfil0'

Returns:

<?xml version="1.0" encoding="utf-8"?>
<wb:countries page="1" pages="6" per_page="50" total="262" xmlns:wb="http://www.worldbank.org">
  <wb:country id="ABW">
    <wb:iso2Code>AW</wb:iso2Code>
    <wb:name>Aruba</wb:name>
    <wb:region id="LCN">Latin America &amp; Caribbean (all income levels)</wb:region>
    <wb:adminregion id="" />
    <wb:incomeLevel id="NOC">High income: nonOECD</wb:incomeLevel>
    <wb:lendingType id="LNX">Not classified</wb:lendingType>
    <wb:capitalCity>Oranjestad</wb:capitalCity>
    <wb:longitude>-70.0167</wb:longitude>
    <wb:latitude>12.5167</wb:latitude>
  </wb:country>
......

Note the response is in multiple pages, and starts with a BOM (not shown). You'll have to deal with both in your program.

Hope this helps. Sergiy Radyakin