If i buy apple music from another country and shared that with my family members in another country. Will it work?

Not if you are using Family Sharing.

Legal - Apple Media Services - Apple

"All Family members must share the same Home Country."

Share purchases with others in your Family Sharing group

Share purchases with others in your Family Sharing group on Mac - Apple Support

"To share purchases, family members must be in the same iTunes Store country or region."