To change the flag icon on the Phone Number field on your Form, first, just go to your Campaigns list and edit the Campaign that you wish to change the flag.
Then right in Step 1, choose the country that you desire to change the flag to.
The flag icon in the phone number field will represent the country that you choose in that step and will auto-generate the country phone number code as well (i.e. US = +1, UK = +44, etc.)
Make sure to save the campaign after choosing the correct country.