[quote=@SpookySquid]
For example, Denmark might have people using jet packs to get to work. However, some countries have technologies going back all the way to the stone age.
[/quote]
But as a character with knowledge of modern day science it's possible they could develop gunpowder from minerals available in the Stone Age settlements, which at the very least would allow them to construct bombs and grenades. If they also know metallurgy the tribesmen could soon be producing rifles and cannon (presuming the player also understands the techniques required for rifling.)

In the meantime the Dutch may have jetpacks, but without knowledge of explosive ordnance they might not be able to construct payloads for missiles and rockets, and they might end up losing a war against a technologically inferior but more specialised opponent.

Would there be any form of patent control in the game, where a player can hold a monopoly on certain designs and techniques developed by their nation first?