There is no such thing as an “international copyright” that will automatically protect a work throughout the world unless licenses are obtained directly from copyright holders (e.g. labels and music publishers). Outside the United States, most licenses are handled by rights societies in each country. Master Recording licenses can be obtained either from US record labels or their counterparts in other countries. Publishing licenses other than PRO’s need to be obtained from publishers in whatever country you are offering your product or service (although many publishers outside the US can cover multiple countries). Protection against unauthorized use in a particular country depends on the national laws of that country, which means that rights need to be secured for each country in which you wish to play music in a commercial setting.