Should I set up a legal entity in each country I want to dropshipping to ?

[Jake14]

Hello, 

I am based in Bulgaria and have a company which is following the EU laws for accounting when I sell products in Bulgaria.

I wish to sell products in the UK and in the U.S.A. Does this mean that I need to set up a two new companies ? One for the UK and one for the U.S.A. 

What is the right legal way to set up a company and sell worldwide ?