Adding countries in same world

If I add a country in the same world, does that then mean that I become an empire? Or are they two seperate countries?

This is what we call an empire.
but the two countries are separate and remain so.

However, army units can cross in case of war with a third countries and more exchanges are possible between the two. (or more).

So I would only have one country in secured mode then?

Yes.
one in secured mode if you do not remove it yourself.

the others can build a defense and deter an attack or if you must, go into temporary war protection and stay there.
This requires some gold coins.