Country, for example, base for army training (5)
I believe the answer is:
egypt
'country' is the definition.
(Egypt is an example)
'example base for army training' is the wordplay.
'example' becomes 'eg'.
'base for' suggests the final letters (in a down clue, the bottom or base of a word).
'training' becomes 'pt'.
The last letter of 'army' is 'y'.
'eg'+'y'+'pt'='EGYPT'
'for' acts as a link.
(Other definitions for egypt that I've seen before include "NE African republic" , "Ancient nation on the Nile" , "Cairo is its capital" , "Cleopatra's country" , "NE African country" .)